Valuing of timer path-dependent options (Q6089609)
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scientific article; zbMATH DE number 7764065
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| English | Valuing of timer path-dependent options |
scientific article; zbMATH DE number 7764065 |
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Valuing of timer path-dependent options (English)
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13 November 2023
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timer option
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path-dependent option
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asymptotic analysis
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method of images
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Monte Carlo simulation
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