American put options with a finite set of exercisable time epochs (Q1905857)

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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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