Pricing the Option to Surrender in Incomplete Markets
| Year of publication: |
2010
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|---|---|
| Authors: | Consiglio, Andrea ; De Giovanni, Domenico |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 77.2010, 4, p. 935-958
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