Pricing American contingent claims by stochastic linear programming (Q3391893): Difference between revisions
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Revision as of 22:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American contingent claims by stochastic linear programming |
scientific article |
Statements
Pricing American contingent claims by stochastic linear programming (English)
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13 August 2009
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American contingent claim
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pricing
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hedging
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martingales
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stochastic linear programming
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