A new approach for pricing discounted American options (Q2656825)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach for pricing discounted American options |
scientific article |
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A new approach for pricing discounted American options (English)
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16 March 2021
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optimal stopping
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discounted American options
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optimal exercise boundary
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free boundary problems
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perpetual options
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