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~isPartOf:"Journal of Risk and Financial Management"
~source:"econstor"
~subject:"Lévy process"
~subject:"Optionspreistheorie"
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PRICING PATH-DEPENDENT OPTIONS...
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Pricing perpetual American put options with asset-dependent discounting
Al-Hadad, Jonas
;
Palmowski, Zbigniew
- In:
Journal of Risk and Financial Management
14
(
2021
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012611687
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