PENALTY AMERICAN OPTIONS (Q4631697)
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scientific article; zbMATH DE number 7045986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PENALTY AMERICAN OPTIONS |
scientific article; zbMATH DE number 7045986 |
Statements
PENALTY AMERICAN OPTIONS (English)
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18 April 2019
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penalty American option
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option pricing
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optimal exercise boundary
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