A new predictor-corrector scheme for valuing American puts (Q620987): Difference between revisions

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+CRITICAL STOCK PRICE NEAR EXPIRATION
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+Approximations for the values of american options
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+An exact and explicit solution for the valuation of American put options
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+A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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+CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA
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