Further calculations for Israeli options (Q4659573)
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scientific article; zbMATH DE number 2147917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further calculations for Israeli options |
scientific article; zbMATH DE number 2147917 |
Statements
Further calculations for Israeli options (English)
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21 March 2005
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stochastic games
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option pricing
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free boundary value problem
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integral options
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Israeli options
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local time
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