The Value of the Perpetual American Call on the Time-Average of the Stock (Q3044055)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Value of the Perpetual American Call on the Time-Average of the Stock |
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Statements
The Value of the Perpetual American Call on the Time-Average of the Stock (English)
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10 August 2004
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perpetual American call
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Asian option
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optimal stopping problem
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free-boundary problem
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