The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062)

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The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate
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    The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (English)
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    31 August 2009
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    American put option
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    time-dependent model
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    optimal exercise boundary
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    early exercise premium representation
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    Snell envelope
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    optimal stopping
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    zeros of semimartingales
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