VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107): Difference between revisions

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Revision as of 13:06, 5 March 2024

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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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