The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698)

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The Valuation of American Options with Stochastic Stopping Time Constraints
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    The Valuation of American Options with Stochastic Stopping Time Constraints (English)
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    16 December 2009
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    American options
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    optimal stopping under constraints
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    Feller process
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    out-performance options
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    management options
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    Monte Carlo simulation
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