The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331)
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scientific article; zbMATH DE number 5139337
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| default for all languages | No label defined |
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| English | The American put option in a one-dimensional diffusion model with level-dependent volatility |
scientific article; zbMATH DE number 5139337 |
Statements
The American put option in a one-dimensional diffusion model with level-dependent volatility (English)
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30 March 2007
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0.8299080729484558
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0.8275281190872192
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0.8275281190872192
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0.8255855441093445
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0.8254784941673279
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