Further calculations for Israeli options
Reference:
Baurdoux, E. J. and Kyprianou, A. E., 2004. Further calculations for Israeli options. Stochastics and stochastics reports, 76 (6), 549--569.
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Details
| Item Type | Articles |
| Creators | Baurdoux, E. J.and Kyprianou, A. E. |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 7271 |
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