An Interpolation-Based Approach to American Put Option Pricing (Q5268909)
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scientific article; zbMATH DE number 6734185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Interpolation-Based Approach to American Put Option Pricing |
scientific article; zbMATH DE number 6734185 |
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An Interpolation-Based Approach to American Put Option Pricing (English)
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21 June 2017
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American option
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put option
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arbitrage-free conditions
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