Evaluating discrete dynamic strategies in affine models

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Publication:4683013

DOI10.1080/14697688.2011.637075zbMath1398.91561OpenAlexW2085910218MaRDI QIDQ4683013

Stefano Herzel, Flavio Angelini

Publication date: 19 September 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2011.637075




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