Construction of Mean-Self-Financing Strategies for European...

Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching

Milstein, G. N., Spokoiny, V.
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Volume:
5
Language:
english
Journal:
SIAM Journal on Financial Mathematics
DOI:
10.1137/120896566
Date:
January, 2014
File:
PDF, 331 KB
english, 2014
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