On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
| Year of publication: |
1999
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|---|---|
| Authors: | Knudsen, Thomas S. ; Meister, Bernhard ; Zervos, Mihail |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 3.1999, 4, p. 433-450
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