Convergence of option rewards for Markov type price processes (Q3608289)
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scientific article; zbMATH DE number 5520764
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| default for all languages | No label defined |
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| English | Convergence of option rewards for Markov type price processes |
scientific article; zbMATH DE number 5520764 |
Statements
28 February 2009
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reward
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convergence
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optimal stopping
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American option
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skeleton approximation Markov type price process
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stochastic index
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0.9406132102012634
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0.9242998361587524
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0.8681001663208008
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0.8402349948883057
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0.8084824681282043
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