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"Construction of Mean-Self-Financing Strategies for European Options under ..."

G. N. Milstein, Vladimir G. Spokoiny (2014)

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DOI: 10.1137/120896566

access: closed

type: Journal Article

metadata version: 2019-11-30

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G. N. Milstein, Vladimir G. Spokoiny:
Construction of Mean-Self-Financing Strategies for European Options under Regime-Switching. SIAM J. Financial Math. 5(1): 532-556 (2014)

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