Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897)

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scientific article; zbMATH DE number 5701664
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Analytical approximations for the critical stock prices of American options: a performance comparison
scientific article; zbMATH DE number 5701664

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    Analytical approximations for the critical stock prices of American options: a performance comparison (English)
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    26 April 2010
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    American option
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    analytical approximation
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    critical stock price
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