A simple iterative method for the valuation of American options (Q5397426)
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scientific article; zbMATH DE number 6260378
Language | Label | Description | Also known as |
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English | A simple iterative method for the valuation of American options |
scientific article; zbMATH DE number 6260378 |
Statements
A simple iterative method for the valuation of American options (English)
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20 February 2014
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option pricing
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American option
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early exercise boundary
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numerical approach
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iterative method
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