Valuation of exotic options under short selling constraints as a singular stochastic control problem

Publication

Title				Valuation of exotic options under short selling constraints as a singular stochastic control problem

Author				Wystup, Uwe

Language				English

Publication				Pittsburgh, Pa : Carnegie Mellon University , 1998

Volume/pages				81 p.

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Publication type				Doctoral thesis

Subject				Economics Mathematics

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03.03.2015

Last edited

22.08.2023

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