Properties of American option prices (Q2485809): Difference between revisions
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Revision as of 19:46, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Properties of American option prices |
scientific article |
Statements
Properties of American option prices (English)
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5 August 2005
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Stochastic time change
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Volatility
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Optimal stopping
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Options
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