Sensitivity of American option prices with different strikes, maturities and volatilities (Q4919128)
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scientific article; zbMATH DE number 6161509
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| English | Sensitivity of American option prices with different strikes, maturities and volatilities |
scientific article; zbMATH DE number 6161509 |
Statements
8 May 2013
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American option
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optimal exercise boundary
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value function
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volatility
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0.801282525062561
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0.7815873026847839
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0.749405026435852
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0.7392020225524902
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