Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392): Difference between revisions

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Latest revision as of 23:20, 4 July 2024

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Pricing American options with uncertain volatility through stochastic linear complementarity models
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    Pricing American options with uncertain volatility through stochastic linear complementarity models (English)
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    9 March 2012
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    option pricing
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    American option
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    uncertain volatility
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    stochastic linear complementarity problem
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