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Primal and Dual Pricing of Multiple Exercise Options in Continuous Time

✍ Scribed by Bender, Christian

Book ID: 115515179
Publisher: Society for Industrial and Applied Mathematics
Year: 2011
Tongue: English
Weight: 354 KB
Volume: 2
Category: Article
ISSN: 1945-497X
DOI: 10.1137/09077076x

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