Valuing American options by simulation: a BSDEs approach (Q2228772)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing American options by simulation: a BSDEs approach |
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Valuing American options by simulation: a BSDEs approach (English)
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19 February 2021
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American option
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backward stochastic differential equation
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obstacle problem
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numerical approximation
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