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American Option Pricing in the Model of Discrete Time

Author: JiaDongFang
Tutor: ChengJunXiang
School: Henan Polytechnic University
Course: Applied Mathematics
Keywords: American Option Martingale Optimal stopping time Fuzzy numbers Volatility
CLC: F830.9
Type: Master's thesis
Year: 2010
Downloads: 130
Quote: 1
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Abstract


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CLC: > Economic > Fiscal, monetary > Finance, banking > Finance, banking theory > Financial market
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