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Property / full work available at URL: https://doi.org/10.1080/17442508.2012.694438 / rank
 
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Latest revision as of 00:27, 6 July 2024

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Forward indifference valuation of American options
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    Forward indifference valuation of American options (English)
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    13 December 2012
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    forward performance
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    marginal forward performance price
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    indifference pricing
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    American options
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    employee stock options
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    stochastic control with optimal stopping
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