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~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of computational finance"
~person:"Dokučaev, Nikolaj G."
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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Journal of risk and financial management : JRFM
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of computational finance
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A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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