Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736): Difference between revisions

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Sensitivity analysis of the optimal exercise boundary of the American put option
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    Sensitivity analysis of the optimal exercise boundary of the American put option (English)
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    12 September 2016
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    American put option
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    diffusion model
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    stochastic volatility
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    parabolic obstacle problem
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    optimal exercise boundary
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    value function
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