Bottleneck Options
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Date
2013Type
- Journal Article
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Publication status
publishedJournal / series
Finance and stochasticsVolume
Pages
Publisher
SpringerSubject
Bottleneck option; Optimal stopping; Principle of smooth and continuous fit; Lévy processes; Scale functionsOrganisational unit
03288 - Embrechts, Paul
Notes
Received 10 March 2013, Accepted 11 October 2013, Published online 5 December 2013.More
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