American type geometric step options (Q380484)
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scientific article; zbMATH DE number 6226875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American type geometric step options |
scientific article; zbMATH DE number 6226875 |
Statements
American type geometric step options (English)
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14 November 2013
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geometric step option
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Feynman-Kac formula
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optimal exercise level
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finite difference method
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variational inequality
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