Some optimal stopping problems with nontrivial boundaries for pricing exotic options (Q2774442): Difference between revisions
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Latest revision as of 23:00, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some optimal stopping problems with nontrivial boundaries for pricing exotic options |
scientific article |
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Some optimal stopping problems with nontrivial boundaries for pricing exotic options (English)
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28 February 2002
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Black-Scholes model
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exotic options
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optimal stopping
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