The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Valuation of American Options with Stochastic Stopping Time Constraints |
scientific article |
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The Valuation of American Options with Stochastic Stopping Time Constraints (English)
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16 December 2009
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American options
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optimal stopping under constraints
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Feller process
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out-performance options
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management options
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Monte Carlo simulation
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