Pricing American-Style Derivatives with European Call Options (Q3115958): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American-Style Derivatives with European Call Options |
scientific article |
Statements
Pricing American-Style Derivatives with European Call Options (English)
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21 February 2012
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American-style derivatives
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American options
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European options
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dynamic programming
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