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scientific article; zbMATH DE number 2163372
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| English | No label defined |
scientific article; zbMATH DE number 2163372 |
Statements
29 April 2005
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American put option
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zero-coupon bond
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optimal stopping problem
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optimal exercise boundary
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free boundary problem
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0.8147756457328796
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0.8112437725067139
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0.8109852075576782
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0.8072656393051147
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