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A Smoothed Perturbation Analysis of Parisian Options
Heidergott, Bernd, Leahu, Haralambie, Volk-Makarewicz, Warren M.Volume:
60
Language:
english
Journal:
IEEE Transactions on Automatic Control
DOI:
10.1109/tac.2014.2326717
Date:
February, 2015
File:
PDF, 503 KB
english, 2015