Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options |
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Statements
Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (English)
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9 September 2014
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American put and call
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free boundary problem
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optimal exercise boundary
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Black-Scholes kernel
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Mellin transform
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