Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios
| Year of publication: |
1998
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|---|---|
| Authors: | Buckdahn, Rainer ; Hu, Ying |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 23.1998, 1, p. 177-203
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