A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338): Difference between revisions

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Property / author: Vlad Bally / rank
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Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00213.x / rank
 
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Latest revision as of 15:20, 10 June 2024

scientific article; zbMATH DE number 2195375
Language Label Description Also known as
English
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS
scientific article; zbMATH DE number 2195375

    Statements

    A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (English)
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    17 August 2005
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    Bermuda option
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    hedging strategy
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