Valuation of American continuous-installment options (Q2575454): Difference between revisions

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Revision as of 07:37, 5 March 2024

scientific article
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Valuation of American continuous-installment options
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    Valuation of American continuous-installment options (English)
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    9 December 2005
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    installment option
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    free boundary-value problem
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    integral representation method
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