A finite difference method for solving American put option under the CEV model (Q5499338)
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scientific article; zbMATH DE number 6401309
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| English | A finite difference method for solving American put option under the CEV model |
scientific article; zbMATH DE number 6401309 |
Statements
11 February 2015
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CEV model
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American put option
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optimal exercise boundary
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0.8669019937515259
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0.8574654459953308
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0.8475382924079895
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