A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A second-order Nyström-type discretization for the early-exercise curve of American put options |
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A second-order Nyström-type discretization for the early-exercise curve of American put options (English)
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29 June 2009
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American options
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early-exercise curve
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integral equation
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trapezoidal rule
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second-order Nyström method
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