A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynamic Programming Procedure for Pricing American-Style Asian Options |
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A Dynamic Programming Procedure for Pricing American-Style Asian Options (English)
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19 February 2012
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option pricing
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Asian options
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path-dependent options
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American options
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Bermudan options
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dynamic programming
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piecewise polynomials
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