Optimal exercise boundary for an American put option (Q4541557)
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scientific article; zbMATH DE number 1771953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exercise boundary for an American put option |
scientific article; zbMATH DE number 1771953 |
Statements
Optimal exercise boundary for an American put option (English)
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4 September 2002
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American put option
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integral equation
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option price
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