Title
Valuation of exotic options under short selling constraints as a singular stochastic control problem Valuation of exotic options under short selling constraints as a singular stochastic control problem
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
doctoralThesis
Publication
Pittsburgh, Pa :Carnegie Mellon University, [*]
Subject
Economics
Mathematics
Volume/pages
81 p.,
Carrier
E
Target language
English (eng)