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subject:"change of numeraire"
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American Options: Symmetry Properties
Detemple, Jérôme B.
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1999
payoffs are homogeneous of degree v is different from 1.
Changes
of
numeraire
which are instrumental in establishing symmetry …
Persistent link: https://www.econbiz.de/10005100907
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