The valuation of American passport options: a viscosity solution approach (Q1730402): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of American passport options: a viscosity solution approach |
scientific article |
Statements
The valuation of American passport options: a viscosity solution approach (English)
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6 March 2019
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American passport option
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viscosity solution
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uniqueness
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convexity-preserving property
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optimal exercise boundary
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