Pricing early exercise contracts in incomplete markets

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Publication:2386628

DOI10.1007/s10287-003-0005-2zbMath1115.93359OpenAlexW2026807577MaRDI QIDQ2386628

Thaleia Zariphopoulou, Adam M. Oberman

Publication date: 25 August 2005

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-003-0005-2



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