Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
2008 ◽
Vol 47
(4)
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pp. 1785-1813
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2015 ◽
Vol 92
(12)
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pp. 2596-2614
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2016 ◽
Vol 17
(6)
◽
pp. 889-906
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Keyword(s):
2017 ◽
Vol 20
(06)
◽
pp. 1750042
Keyword(s):
Keyword(s):
2002 ◽
Vol 6
(1)
◽
pp. 25-47
◽
1999 ◽
Vol 3
(1)
◽
pp. 41-67
◽
Keyword(s):