CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161): Difference between revisions

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Property / cites work: Error estimates for the binomial approximation of American put options / rank
 
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Latest revision as of 10:39, 28 June 2024

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CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
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    CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (English)
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    22 May 2008
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    game options
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    Dynkin games
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    fluctuation theory
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    local time
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