Pricing of perpetual Bermudan options (Q4647228)
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scientific article; zbMATH DE number 7001553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of perpetual Bermudan options |
scientific article; zbMATH DE number 7001553 |
Statements
Pricing of perpetual Bermudan options (English)
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14 January 2019
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perpetual Bermudan option pricing
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perpetual American option pricing
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Wiener-Hopf factorization
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