Valuation of American continuous-installment options (Q2575454)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of American continuous-installment options |
scientific article |
Statements
Valuation of American continuous-installment options (English)
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9 December 2005
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installment option
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free boundary-value problem
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integral representation method
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