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Bayraktar, Erhan
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 505-526
Persistent link: https://www.econbiz.de/10008328433
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10009839742
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PRICING ASIAN OPTIONS FOR JUMP DIFFUSION
Bayraktar, Erhan
;
Xing, Hao
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 117-144
Persistent link: https://www.econbiz.de/10008770325
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