Option valuation by using discrete singular convolution (Q2570721): Difference between revisions
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Revision as of 08:36, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation by using discrete singular convolution |
scientific article |
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Option valuation by using discrete singular convolution (English)
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28 October 2005
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Option pricing
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Discrete singular convolution
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Adaptive mesh
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American option valuation
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Optimal exercise boundary
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