Computational methods for pricing American put options (Q850830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational methods for pricing American put options |
scientific article |
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Computational methods for pricing American put options (English)
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6 November 2006
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American put options
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regime switching
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boundary-value problems
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stochastic approximations
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stochastic optimization
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