A new integral equation formulation for American put options (Q4554433): Difference between revisions
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scientific article; zbMATH DE number 6979473
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new integral equation formulation for American put options |
scientific article; zbMATH DE number 6979473 |
Statements
A new integral equation formulation for American put options (English)
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14 November 2018
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integral equation
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American put options
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computational accuracy and efficiency
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