New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420)
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Language | Label | Description | Also known as |
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English | New insights on testing the efficiency of methods of pricing and hedging American options |
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New insights on testing the efficiency of methods of pricing and hedging American options (English)
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18 October 2007
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option pricing
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hedging
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American puts
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tree methods
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finite difference methods
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American premium
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