Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow |
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Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (English)
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10 July 2012
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American option
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discrete Morse semiflow
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variational inequalities
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viscosity solutions
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