Mathematical models for the pricing of American call options
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Publication:4902991
zbMATH Open1265.91055MaRDI QIDQ4902991FDOQ4902991
Authors: I. Hlaváček, Eliška Vejchodská
Publication date: 18 January 2013
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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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