Discrete approximation of finite-horizon American-style options (Q2466765): Difference between revisions

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Latest revision as of 14:21, 27 June 2024

scientific article
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Discrete approximation of finite-horizon American-style options
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    Discrete approximation of finite-horizon American-style options (English)
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    16 January 2008
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    complete markets
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    American-style options
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    optimal stopping problem
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    Escher transformation
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