Some mathematical results in the pricing of American options (Q4294297)
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scientific article; zbMATH DE number 572258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some mathematical results in the pricing of American options |
scientific article; zbMATH DE number 572258 |
Statements
Some mathematical results in the pricing of American options (English)
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10 October 1994
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American option
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Black-Scholes formula
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variational inequality
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free boundary problems
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