Valuing American-style options under the CEV model: an integral representation based method (Q2180299): Difference between revisions

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Latest revision as of 17:12, 22 July 2024

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Valuing American-style options under the CEV model: an integral representation based method
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    Valuing American-style options under the CEV model: an integral representation based method (English)
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    13 May 2020
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    CEV model
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    option pricing
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    American-style options
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    early exercise boundary
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    iterative method
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