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scientific article; zbMATH DE number 1222792
| Language | Label | Description | Also known as |
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| English | No label defined |
scientific article; zbMATH DE number 1222792 |
Statements
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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