Valuing American options under the CEV model by Laplace-Carson transforms (Q613360): Difference between revisions

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Revision as of 20:45, 19 March 2024

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Valuing American options under the CEV model by Laplace-Carson transforms
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    Valuing American options under the CEV model by Laplace-Carson transforms (English)
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    20 December 2010
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    American option
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    optimal early exercise boundary
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    Laplace-Carson transforms
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    constant elasticity of variance model
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