A class of options with stochastic lives and an extension of the Black-Scholes formula
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Publication:1278205
DOI10.1016/0377-2217(95)00280-4zbMath0924.90018OpenAlexW2044056526MaRDI QIDQ1278205
L. Peter Jennergren, Bertil Näslund
Publication date: 22 February 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(95)00280-4
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