The Valuation of American Options for a Class of Diffusion Processes (Q3114791)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of American Options for a Class of Diffusion Processes |
scientific article |
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The Valuation of American Options for a Class of Diffusion Processes (English)
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19 February 2012
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American options valuation
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optimal exercise diffusion
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stochastic interest rate
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