Pricing and exercising American options: an asymptotic expansion approach (Q2338522)
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scientific article; zbMATH DE number 7134741
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| English | Pricing and exercising American options: an asymptotic expansion approach |
scientific article; zbMATH DE number 7134741 |
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Pricing and exercising American options: an asymptotic expansion approach (English)
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21 November 2019
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American option
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asymptotic expansion
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early exercise boundary
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Fourier transform
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stochastic volatility
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jumps
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0.8130934834480286
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0.8074898719787598
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0.8069763779640198
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0.8000848889350891
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0.7961265444755554
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