American put options with a finite set of exercisable time epochs (Q1905857)
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English | American put options with a finite set of exercisable time epochs |
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American put options with a finite set of exercisable time epochs (English)
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12 February 1996
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no arbitrage pricing
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multivariate normal distribution
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Slepian's inequality
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American put option
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discrete-time Markov process
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