SYLLABUS
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6.4 Exercises
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6 AMERICAN OPTION PAYOFF
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6.6 Quick intermediate evaluation
6.5 Further reading and links
Option pricing.
Wilmott
[
24
].
Finite elements, obstacle problem.
Jaun [
12
]
and references therein.
SYLLABUS Previous: 6.4 Exercises
Up: 6 AMERICAN OPTION PAYOFF
Next: 6.6 Quick intermediate evaluation
[24].
and references therein.