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Mathematical models for the pricing of American call options

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Publication:4902991
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zbMATH Open1265.91055MaRDI QIDQ4902991FDOQ4902991


Authors: I. Hlaváček, Eliška Vejchodská Edit this on Wikidata


Publication date: 18 January 2013





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Mathematics Subject Classification ID



Cited In (8)

  • Title not available (Why is that?)
  • Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations
  • On the simulation of the American option pricing process
  • A Numerical Approach for the American Call Option Pricing Model
  • Computation and sensitivity analysis of the pricing of American call options
  • Mathematical properties of American chooser options
  • Mathematical models for stock pinning near option expiration dates
  • Pricing analysis of Delibao-related financial product





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