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~accessRights:"restricted"
~person:"Brockwell, P."
~person:"Klimsiak, Tomasz"
~subject:"backward stochastic differential equation"
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backward stochastic differential equation
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The valuation of American options in a multidimensional exponential Lévy model
Klimsiak, Tomasz
;
Rozkosz, Andrzej
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1107-1142
Persistent link: https://www.econbiz.de/10011969076
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