"Pricing early exercise contracts in incomplete markets."

Adam M. Oberman, Thaleia Zariphopoulou (2003)

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DOI: 10.1007/S10287-003-0005-2

access: closed

type: Journal Article

metadata version: 2020-05-10

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Adam M. Oberman, Thaleia Zariphopoulou:
Pricing early exercise contracts in incomplete markets. Comput. Manag. Sci. 1(1): 75-107 (2003)

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