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"On Controller-Stopper Problems with Jumps and Their Applications to ..."

Erhan Bayraktar, Zhou Zhou (2014)

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DOI: 10.1137/120903336

access: closed

type: Journal Article

metadata version: 2024-02-15

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Erhan Bayraktar, Zhou Zhou:
On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options. SIAM J. Financial Math. 5(1): 20-49 (2014)

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