LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184)
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scientific article; zbMATH DE number 7621893
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS |
scientific article; zbMATH DE number 7621893 |
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LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (English)
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22 November 2022
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American option pricing
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early exercise boundary
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jump diffusions
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Laplace transform
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option bounds
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