BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS |
scientific article |
Statements
BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (English)
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11 August 2014
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optimal stopping
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American options
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stochastic volatility
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early exercise boundary
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free-boundary problem
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dynamic grid
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