A moving boundary approach to American option pricing (Q2654413)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A moving boundary approach to American option pricing |
scientific article |
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A moving boundary approach to American option pricing (English)
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19 January 2010
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American option pricing
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stochastic control
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Hamilton-Jacobi-Bellman equation
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free-boundary
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