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PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES
Henderson, Vicky, Sun, Jia, Whalley, A. ElizabethVolume:
24
Language:
english
Journal:
Mathematical Finance
DOI:
10.1111/mafi.12008
Date:
July, 2014
File:
PDF, 639 KB
english, 2014