Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221)

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Perpetual American options in incomplete markets: the infinitely divisible case
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    title
    Perpetual American options in incomplete markets: the infinitely divisible case (English)
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    author
    Vicky Henderson
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    David G. Hobson
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    publication date
    23 February 2009
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    zbMATH DE Number
    5509824
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    zbMATH Keywords
    perpetual American options
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    incomplete markets
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    infinitely divisible
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