Some mathematical results in the pricing of American options (Q4294297): Difference between revisions
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Property / cites work: Pricing Interest-Rate-Derivative Securities / rank | |||
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Revision as of 15:11, 22 May 2024
scientific article; zbMATH DE number 572258
Language | Label | Description | Also known as |
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English | Some mathematical results in the pricing of American options |
scientific article; zbMATH DE number 572258 |
Statements
Some mathematical results in the pricing of American options (English)
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10 October 1994
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American option
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Black-Scholes formula
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variational inequality
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free boundary problems
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