Exercise Boundary Near Maturity for an American Option on Several Assets (Q3580103)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exercise Boundary Near Maturity for an American Option on Several Assets |
scientific article |
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Exercise Boundary Near Maturity for an American Option on Several Assets (English)
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11 August 2010
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American options
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free boundary
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optimal stopping
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variational inequality
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