American Strangle Options (Q5149268)
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scientific article; zbMATH DE number 7307494
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Strangle Options |
scientific article; zbMATH DE number 7307494 |
Statements
American Strangle Options (English)
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8 February 2021
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American strangle option
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continuous dividend yield
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change-of-variable formula on curves
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optimal stopping
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double free-boundaries
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greeks analysis
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