"Pricing of American Contingent Claims with Jump Stock Price and ..."

Rainer Buckdahn, Ying Hu (1998)

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DOI: 10.1287/MOOR.23.1.177

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type: Journal Article

metadata version: 2017-05-28

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Rainer Buckdahn, Ying Hu:
Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios. Math. Oper. Res. 23(1): 177-203 (1998)

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