The Valuation of Path Dependent Contracts on the Average

Management Science 1993 / 10 Vol. 39; Iss. 10

The Valuation of Path Dependent Contracts on the Average

Peter Ritchken, L. Sankarasubramanian and Anand M. Vijh
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Volume:
39
Language:
english
Journal:
Management Science
DOI:
10.2307/2632958
Date:
October, 1993
File:
PDF, 1.76 MB
english, 1993
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