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A Summary of the Empirical and Analytical Results and the Implications for International Monetary Policy
Analytical Results International Monetary Policy
2015/8/4
A Summary of the Empirical and Analytical Results and the Implications for International Monetary Policy.
Comparison of numerical and analytical approximations of the early exercise boundary of the American put option
Comparison of numerical and analytical approximations early exercise boundary American put option
2010/10/18
In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American pu...