The valuation of American barrier options using the decomposition technique (Q1583156)

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The valuation of American barrier options using the decomposition technique
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    title
    The valuation of American barrier options using the decomposition technique (English)
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    author
    R. Smith
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    publication date
    26 October 2000
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    Mathematics Subject Classification ID
    91G60
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    91G20
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    60G40
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    zbMATH DE Number
    1521686
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    zbMATH Keywords
    asset pricing
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    derivatives
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    American option
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