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The Valuation of American Options on Multiple Assets - MaRDI portal

The Valuation of American Options on Multiple Assets (Q4354432)

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scientific article; zbMATH DE number 1061365
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English
The Valuation of American Options on Multiple Assets
scientific article; zbMATH DE number 1061365

    Statements

    The Valuation of American Options on Multiple Assets (English)
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    18 September 1997
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    security valuation
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    investment under uncertainty
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    valuation formulas
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    American options
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