An efficient numerical method for pricing American put options under the CEV model (Q2226255)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient numerical method for pricing American put options under the CEV model |
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An efficient numerical method for pricing American put options under the CEV model (English)
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11 February 2021
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American option
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constant elasticity of variance model
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optimal exercise boundary
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transformed function
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cubic spline interpolation
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