Rank: 3127 based on 12 downloads (last 30 days) and 1 file submitted
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Bram van den Broek

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The MathWorks

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14 Nov 2007 Screenshot American Option Prices and the Optimal Exercise Boundary This demo computes American option prices and the corresponding optimal exercise boundary Author: Bram van den Broek mathematics, american option, exercise boundary, companion software 12 0
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14 Nov 2007 Screenshot American Option Prices and the Optimal Exercise Boundary This demo computes American option prices and the corresponding optimal exercise boundary Author: Bram van den Broek mathematics, american option, exercise boundary, companion software 12 0

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