No label defined (Q4542928)
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scientific article; zbMATH DE number 1779727
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| English | No label defined |
scientific article; zbMATH DE number 1779727 |
Statements
5 November 2002
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exchange option
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European exchange original-reverse parity
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Snell envelope
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value function
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American exchange option
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0.91065156
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0.8808543
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0.86852664
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0.86664516
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0.86387557
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0.86007065
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