Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model |
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Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (English)
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13 January 2011
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American option
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shortfall risk
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weak convergence
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