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On properties of the American put option under several models
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Zhao, Yufan (2017) On properties of the American put option under several models. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b3110422~S15
Abstract
[No abstract provided]
Item Type: | Thesis (PhD) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Library of Congress Subject Headings (LCSH): | Options (Finance) -- Mathematical models, Optimal stopping (Mathematical statistics), Viscosity solutions | ||||
Official Date: | 2017 | ||||
Dates: |
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Institution: | University of Warwick | ||||
Theses Department: | Department of Statistics | ||||
Thesis Type: | PhD | ||||
Publication Status: | Unpublished | ||||
Supervisor(s)/Advisor: | Assing, Sigurd, 1965- | ||||
Format of File: | |||||
Extent: | 145 pages : illustrations, charts | ||||
Language: | eng |
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