Infinite reload options: pricing and analysis (Q952078)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite reload options: pricing and analysis |
scientific article |
Statements
Infinite reload options: pricing and analysis (English)
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6 November 2008
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infinite reload options
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impulse control problem
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viscosity solution
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optimal exercise
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implicit constraint
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