ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925)
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scientific article; zbMATH DE number 1040339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS |
scientific article; zbMATH DE number 1040339 |
Statements
ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (English)
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31 August 1997
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American put options
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European put options
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local time
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free boundary-problem
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optimal stopping problem
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