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scientific article; zbMATH DE number 6157875
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scientific article; zbMATH DE number 6157875

    Statements

    publication date
    25 April 2013
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    zbMATH Keywords
    American option
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    Asian option
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    European option
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    lookback option
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    Monte Carlo simulation method
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G20
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    65C05
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    60H30
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    zbMATH DE Number
    6157875
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