Functional convergence of Snell envelopes: Applications to American options approximations
Year of publication: |
1998
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Authors: | Mulinacci, Sabrina ; Pratelli, Maurizio |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 3, p. 311
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