Recommendations
Cited in
(9)- The valuation of American passport options: a viscosity solution approach
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- scientific article; zbMATH DE number 1642345 (Why is no real title available?)
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- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model
- THE END-OF-THE-YEAR BONUS: HOW TO OPTIMALLY REWARD A TRADER?
- Viscosity solutions of HJB equations arising from the valuation of European passport options
- Pricing European passport option with radial basis function
- CLA's, PLA's and a new method for pricing general passport options
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