Valuation of American passport option using a three-time level scheme (Q2322412)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of American passport option using a three-time level scheme |
scientific article |
Statements
Valuation of American passport option using a three-time level scheme (English)
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4 September 2019
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American passport option
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linear complementarity problems
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three-time level scheme
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