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LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS
Jingtang Ma
,
Zhenyu Cui
, Wenyuan Li
School of Business
Southwestern University of Finance and Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
2
Scopus citations
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Dive into the research topics of 'LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS'. Together they form a unique fingerprint.
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Mathematics
American Option
100%
Laplace Transform
75%
Upper Bound
50%
Diffusion Process
50%
Lower and upper bounds
25%
Stochastic Process
25%
Barrier Option
25%
Numerical Example
25%
Computer Science
Approximation (Algorithm)
100%
Laplace Transform
100%
Diffusion Process
66%
Numerical Example
33%
Biochemistry, Genetics and Molecular Biology
Facilitated Diffusion
100%
Economics, Econometrics and Finance
Option Trading
100%