Optimal exercise policies for call options and their valuation (Q1206120)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal exercise policies for call options and their valuation |
scientific article |
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Optimal exercise policies for call options and their valuation (English)
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1 April 1993
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optimal exercise policies
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discrete time option model
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Markov chain
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