CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES (Q2874732)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES |
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CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES (English)
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8 August 2014
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timer options
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perturbation
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closed-form approximation
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stochastic volatility
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models
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asymptotic expansion
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