Step Options (Q2757294): Difference between revisions
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Revision as of 08:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Step Options |
scientific article |
Statements
Step Options (English)
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26 November 2001
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step options
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barrier options
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path-dependent options
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occupation time
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Feynman-Kac formula
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Laplace transform
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