CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575)
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scientific article; zbMATH DE number 1876920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS |
scientific article; zbMATH DE number 1876920 |
Statements
CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (English)
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5 May 2003
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change of numeraire
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American option
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variational inequalities
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