Computation and sensitivity analysis of the pricing of American call options (Q2493775)
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scientific article; zbMATH DE number 5033056
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computation and sensitivity analysis of the pricing of American call options |
scientific article; zbMATH DE number 5033056 |
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Computation and sensitivity analysis of the pricing of American call options (English)
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16 June 2006
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American call options
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Black-Scholes model
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free boundary problem
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0.8369658589363098
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0.8241658806800842
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0.81099534034729
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0.8095028400421143
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