A new form of the early exercise premium for American type derivatives (Q2213635)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new form of the early exercise premium for American type derivatives |
scientific article |
Statements
A new form of the early exercise premium for American type derivatives (English)
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2 December 2020
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stopping times
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American derivatives
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free boundary
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early exercise premium
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