American and Bermudan options in currency markets with proportional transaction costs (Q267772)
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scientific article
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| English | American and Bermudan options in currency markets with proportional transaction costs |
scientific article |
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American and Bermudan options in currency markets with proportional transaction costs (English)
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11 April 2016
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American options
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optimal stopping
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proportional transaction costs
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currencies
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0.8734300136566162
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0.8497869968414307
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0.8355250954627991
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0.8342788219451904
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