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A Note on the Pricing of American Options - MaRDI portal

A Note on the Pricing of American Options (Q4830839)

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scientific article; zbMATH DE number 2123288
Language Label Description Also known as
English
A Note on the Pricing of American Options
scientific article; zbMATH DE number 2123288

    Statements

    A Note on the Pricing of American Options (English)
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    16 December 2004
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    american options
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    optimal stopping
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    value function
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    Identifiers