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A convex duality approach for pricing contingent claims under partial information and short selling constraints
Dahl, Kristina RognlienVolume:
35
Langue:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362994.2016.1255147
Date:
March, 2017
Fichier:
PDF, 761 KB
english, 2017