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American path-dependent options

By Giovanni Barone-Adesi, Marc Chesney and 78 - Jouy-en-Josas (France). Groupe HEC Chambre de Commerce et d'Industrie de Paris

Abstract

Available at INIST (FR), Document Supply Service, under shelf-number : DO 2454 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueSIGLEFRFranc

Topics: 05Z - Banking, finance, taxation, American path-dependent options [ parabolic equation, free boundary problem, contingent claim]
Year: 1993
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Provided by: OpenGrey Repository
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