A class of options with stochastic lives and an extension of the Black-Scholes formula
| Year of publication: |
1996
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|---|---|
| Authors: | Jennergren, L.P. ; Näslund, B. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 91.1996, 2, p. 229-234
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