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scientific article
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scientific article

    Statements

    author
    Damien Lamberton
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    Bernard Lapeyre
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    publication date
    18 September 1992
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    zbMATH Keywords
    discrete models
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    optimal stopping and American options
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    Black-Scholes models
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    stochastic differential equations
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    Identifiers

    Mathematics Subject Classification ID
    60-01
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    90-01
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    91B28
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    60H10
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    zbMATH DE Number
    52588
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