"Option pricing in the presence of random arbitrage return."

Jungmin Choi, Max D. Gunzburger (2009)

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DOI: 10.1080/00207160902814626

access: closed

type: Journal Article

metadata version: 2019-10-24

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Jungmin Choi, Max D. Gunzburger:
Option pricing in the presence of random arbitrage return. Int. J. Comput. Math. 86(6): 1068-1081 (2009)

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