Numerical solution of an integral equation for perpetual Bermudan options (Q2921908)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution of an integral equation for perpetual Bermudan options |
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Numerical solution of an integral equation for perpetual Bermudan options (English)
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14 October 2014
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Bermudan options
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integral equations
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Green's functions
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Wiener-Hopf problems
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