A closed-form solution to American options under general diffusion processes (Q2869962): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form solution to American options under general diffusion processes |
scientific article |
Statements
A closed-form solution to American options under general diffusion processes (English)
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17 January 2014
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American option
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general diffusion process
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generalized homotopy analysis method
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Padé technique
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