Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation approach to the free boundary for the pricing of an American call option |
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Parameter estimation approach to the free boundary for the pricing of an American call option (English)
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11 March 2008
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American option
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Black-Scholes equation
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free boundary problem
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optimal exercise curve
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finite-element method
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numerical result
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