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Pricing perpetual American catastrophe put options : a penalty function approach
Lin, X. Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-295
Persistent link: https://www.econbiz.de/10009517636
Saved in:
2
Pricing perpetual American catastrophe put options: A penalty function approach
Lin, X.Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-295
Persistent link: https://www.econbiz.de/10008237873
Saved in:
3
Pricing perpetual American catastrophe put options: A penalty function approach
Lin, X. Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-296
Persistent link: https://www.econbiz.de/10008890280
Saved in:
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