Discrete approximation of finite-horizon American-style options (Q2466765): Difference between revisions
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Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete approximation of finite-horizon American-style options |
scientific article |
Statements
Discrete approximation of finite-horizon American-style options (English)
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16 January 2008
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complete markets
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American-style options
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optimal stopping problem
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Escher transformation
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