VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH |
scientific article |
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VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (English)
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30 June 2009
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option pricing
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free boundary
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variational inequality
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European installment put option
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