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scientific article; zbMATH DE number 1070523
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| English | No label defined |
scientific article; zbMATH DE number 1070523 |
Statements
5 October 1997
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free boundary parabolic partial differential problem
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Black-Scholes model
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pricing of derivative securities
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linear complementarity
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front-tracking solutions
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American style options
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0.8376149535179138
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0.8361305594444275
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0.8180028200149536
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