Pricing the American options: a closed-form, simple formula (Q2140741)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the American options: a closed-form, simple formula |
scientific article |
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Pricing the American options: a closed-form, simple formula (English)
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23 May 2022
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American option pricing
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upper bound
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closed-form formula
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generalized Black-Scholes PDE
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