Superreplication in stochastic volatility models and optimal stopping
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Publication:1584194
DOI10.1007/S007800050010zbMath0951.91029OpenAlexW1995951988MaRDI QIDQ1584194
Publication date: 1 November 2000
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s007800050010
Applications of statistics to actuarial sciences and financial mathematics (62P05) Microeconomic theory (price theory and economic markets) (91B24) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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