Pricing American Perpetual Warrants by Linear Programming (Q3651187)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing American Perpetual Warrants by Linear Programming |
scientific article |
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Pricing American Perpetual Warrants by Linear Programming (English)
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8 December 2009
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pricing
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perpetual warrant
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American option
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linear programming
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duality
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dynamic programming
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harmonic functions
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second-order difference equations
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