CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161)

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CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
scientific article

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    title
    CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (English)
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    author
    Christoph Kühn
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    Andreas E. Kyprianou
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    publication date
    22 May 2008
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    zbMATH DE Number
    5278213
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    zbMATH Keywords
    game options
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    Dynkin games
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    fluctuation theory
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    local time
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