AN INTERVAL OF NO-ARBITRAGE PRICES FOR AMERICAN CONTINGENT CLAIMS IN INCOMPLETE MARKETS

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Bibliographic Details
Published in:International journal of pure and applied mathematics : IJPAM 2015-07, Vol.103 (1)
Main Authors: Di Persio, L., Oliva, I.
Format: Article
Language:English
Online Access:Get full text
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ISSN:1311-8080
1314-3395
DOI:10.12732/ijpam.v103i1.11