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subject:"Levy process"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Hedging"
~subject:"International monetary economics"
~subject:"Savings"
~subject:"Wiener process"
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Real-option valuation in multiple dimensions using poisson optional stopping times
Lange, Rutger-Jan
;
Ralph, Daniel
;
Støre, Kristian
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 653-677
Persistent link: https://www.econbiz.de/10012195609
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Solution to a problem of stochastic process switching
Smith, Gregor W.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
1
,
pp. 237-239
Persistent link: https://www.econbiz.de/10001102741
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