Root's barrier: construction, optimality and applications to variance options (Q1950255)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root's barrier: construction, optimality and applications to variance options |
scientific article |
Statements
Root's barrier: construction, optimality and applications to variance options (English)
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10 May 2013
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Skorokhod embedding problem
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Root's barrier
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variational inequality
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variance option
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