American Options Under Stochastic Volatility (Q3225913)

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American Options Under Stochastic Volatility
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    title
    American Options Under Stochastic Volatility (English)
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    publication date
    26 March 2012
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    zbMATH DE Number
    6018423
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    zbMATH Keywords
    American option
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    stochastic volatility
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    free boundary
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    OpenAlex ID
    W3123413205
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