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Operations research proceedings 2001 : selected papers of the International Conference on Operations Research (OR 2001) ; Duisburg, September 3-5, 2001 ; with 38 tables
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Optimization of European double-barrier options via optimal control of the black-scholes-equation
Breitner, Michael H.
;
Burmester, Tobias
- In:
Operations research proceedings 2001 : selected papers …
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(pp. 167-174)
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2002
Persistent link: https://www.econbiz.de/10001677506
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