scientific article; zbMATH DE number 973941
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Publication:5283920
zbMath0898.90025MaRDI QIDQ5283920
Publication date: 2 February 1997
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A new approach for pricing discounted American options ⋮ Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model ⋮ A new form of the early exercise premium for American type derivatives ⋮ MONTE CARLO EVALUATION OF AMERICAN OPTIONS USING CONSUMPTION PROCESSES
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