A new method of valuing American options based on Brownian models (Q5079101)
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scientific article; zbMATH DE number 7532173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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