A pricing model for American options with Gaussian interest rates (Q5933857)
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scientific article; zbMATH DE number 1604623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A pricing model for American options with Gaussian interest rates |
scientific article; zbMATH DE number 1604623 |
Statements
A pricing model for American options with Gaussian interest rates (English)
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14 June 2001
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American options
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early exercise
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change of numeraire
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interest rates
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