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Latest revision as of 14:49, 5 March 2024

scientific article; zbMATH DE number 1222792
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scientific article; zbMATH DE number 1222792

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    11 November 1998
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    \(D^2\)-convergence
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    critical price
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    nonstandard analysis
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    numerical approximation of American option prices
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    convergence results
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    optimal stopping
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    Snell envelopes
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