An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890)

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An improved Barone-Adesi Whaley formula for turbulent markets
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    An improved Barone-Adesi Whaley formula for turbulent markets (English)
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    11 February 2022
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    American option
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    optimal stopping
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    Monte Carlo simulation
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    free boundary problem
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