Approximations for the values of american options (Q3353912)

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Approximations for the values of american options
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    Statements

    title
    Approximations for the values of american options (English)
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    author
    Giovanni Barone-Adesi
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    Robert J. Elliott
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    publication date
    1991
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    zbMATH Keywords
    American option valuation problem
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    free boundary
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    Identifiers

    zbMATH DE Number
    4205535
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    OpenAlex ID
    W2076508013
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