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updated 1 month ago

Valuing American Put Options by Simulation: Early Exercise Boundary Approach by Nattapong Kongmuang

Valuing American Put Options by Simulation: Early Exercise Boundary Approach (simulation, finance, americanoption)

AmericanPut_ControlVariate( aPut_sim,ePut_sim,ePut_BS )

BS_Put( s0,k,r,q,vol,T )

Boundary( k,r,q,vol,T,steps )

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