Exercise boundary of American-style Asian option (Q2378896): Difference between revisions
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Revision as of 00:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exercise boundary of American-style Asian option |
scientific article |
Statements
Exercise boundary of American-style Asian option (English)
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14 January 2009
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option pricing
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American-style Asian option
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free boundary
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variational inequality
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