A new method of valuing American options based on Brownian models (Q5079101)

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scientific article; zbMATH DE number 7532173
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A new method of valuing American options based on Brownian models
scientific article; zbMATH DE number 7532173

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    A new method of valuing American options based on Brownian models (English)
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    25 May 2022
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    American option
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    valuation
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    optimal stopping problem
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