Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of perpetual American and Bermudan options by binomial tree method |
scientific article |
Statements
Pricing of perpetual American and Bermudan options by binomial tree method (English)
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31 March 2008
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binomial tree method
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perpetual American option
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perpetual bermudan option
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optimal exercise boundary
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contraction mapping
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