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person:"Kohlmann, Michael"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optimal superhedging under non-convex constraints : a BSDE approach
Bender, Christian
;
Kohlmann, Michael
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 363-380
Persistent link: https://www.econbiz.de/10003746670
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