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American call options
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Hamilton–Jacobi–Bellman equation
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Bayraktar, Erhan
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Finance and Stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and Stochastics
16
(
2012
)
2
,
pp. 275-291
Persistent link: https://www.econbiz.de/10010539358
Saved in:
2
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia
- In:
Finance and Stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009400202
Saved in:
3
Correspondence between lifetime minimum wealth and utility of consumption
Bayraktar, Erhan
;
Young, Virginia
- In:
Finance and Stochastics
11
(
2007
)
2
,
pp. 213-236
Persistent link: https://www.econbiz.de/10005184391
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