A closed-form solution to American options under general diffusion processes (Q2869962): Difference between revisions

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Revision as of 00:51, 20 March 2024

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A closed-form solution to American options under general diffusion processes
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    A closed-form solution to American options under general diffusion processes (English)
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    17 January 2014
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    American option
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    general diffusion process
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    generalized homotopy analysis method
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    Padé technique
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