On the simulation of the American option pricing process (Q3562693)
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scientific article; zbMATH DE number 5713315
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the simulation of the American option pricing process |
scientific article; zbMATH DE number 5713315 |
Statements
27 May 2010
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financial market
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American option
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optimal stopping
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rational price
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0.8404882550239563
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0.8227855563163757
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0.8035800457000732
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0.7994375228881836
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