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Bounds for perpetual American option prices in a jump-diffusion model
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
2006 (English)In: J. Appl. Probab., Vol. 43, no 3, 867-873 p.Article in journal (Refereed) Published
Place, publisher, year, edition, pages
2006. Vol. 43, no 3, 867-873 p.
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URN: urn:nbn:se:uu:diva-22507OAI: oai:DiVA.org:uu-22507DiVA: diva2:50280
Available from: 2007-01-18 Created: 2007-01-18 Last updated: 2016-05-02

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Ekström, Erik
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