Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the optimal exercise boundary of American put options with delivery lags |
scientific article |
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Analysis of the optimal exercise boundary of American put options with delivery lags (English)
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4 March 2021
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make-your-mind-up option
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early exercise premium decomposition
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optimal exercise boundary
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free boundary
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asymptotic behavior
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