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- W4353065556 abstract "A new explicit form is provided for the solution of optimal stopping problems involving a multidimensional geometric Brownian motion. A free-boundary value approach is adopted and the value function is obtained via fundamental solution methods. There are many applications for the valuation of perpetual options of American style, which are of interest for finance and managerial decisions." @default.
- W4353065556 created "2023-03-23" @default.
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- W4353065556 date "2023-03-22" @default.
- W4353065556 modified "2023-09-25" @default.
- W4353065556 title "Pricing Multidimensional American Options" @default.
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- W4353065556 doi "https://doi.org/10.3390/ijfs11010051" @default.
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