American and Bermudan options in currency markets with proportional transaction costs (Q267772): Difference between revisions
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Revision as of 23:44, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American and Bermudan options in currency markets with proportional transaction costs |
scientific article |
Statements
American and Bermudan options in currency markets with proportional transaction costs (English)
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11 April 2016
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American options
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optimal stopping
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proportional transaction costs
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currencies
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