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- W2375479158 abstract "In this paper, the concepts of the price of discrete-time America option and optimal stopping-time are defined, these concepts are discribed through moment-efficient, standard-market, combined investment, expectative-return and expectative price. An important result has been obtained that the optimal hedging-time of discrete-time America option actually is a stopping-time by represent theorem of stopping-time and description theorem in reference." @default.
- W2375479158 created "2016-06-24" @default.
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- W2375479158 date "2003-01-01" @default.
- W2375479158 modified "2023-09-23" @default.
- W2375479158 title "Choice of Optimal Hedging Time in Discrete-Time America Option" @default.
- W2375479158 hasPublicationYear "2003" @default.
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