American option pricing with imprecise risk-neutral probabilities (Q2379326): Difference between revisions

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Latest revision as of 14:10, 2 July 2024

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American option pricing with imprecise risk-neutral probabilities
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    American option pricing with imprecise risk-neutral probabilities (English)
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    19 March 2010
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    American put option
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    fuzzy linear systems
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    nonlinear programming
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