MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (Q5193009)

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scientific article; zbMATH DE number 5593344
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MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING
scientific article; zbMATH DE number 5593344

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    MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING (English)
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    10 August 2009
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    American options
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    multiple exercise
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    multiple rescissions
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    multiple stopping
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    exotic options
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    pricing rules
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    Irish options
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