ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS |
scientific article |
Statements
ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (English)
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10 June 2010
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American options
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randomization
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Canadian options
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Laplace transforms
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Gaver-Stehfest method
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