\(\pi \) options (Q981010)
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scientific article; zbMATH DE number 5732041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\pi \) options |
scientific article; zbMATH DE number 5732041 |
Statements
\(\pi \) options (English)
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8 July 2010
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American-type call option
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optimal stopping
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running maximum process
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variational inequality
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two dimensional free-boundary problem
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separatrix
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