No label defined (Q4343194)
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scientific article; zbMATH DE number 1030729
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1030729 |
Statements
6 July 1997
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American put option
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geometric Brownian motion
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optimal stopping problem
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numerical methods
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