Early exercise boundaries for American-style knock-out options (Q2183887): Difference between revisions
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Revision as of 22:42, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Early exercise boundaries for American-style knock-out options |
scientific article |
Statements
Early exercise boundaries for American-style knock-out options (English)
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27 May 2020
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finance
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American-style knock-out options
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real options
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put-call duality
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Lévy processes
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