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Is Open Access
Perpetual American options in diffusion-type models with running maxima and drawdowns
Author(s):
Pavel Gapeev
,
Neofytos Rodosthenous
Publication date:
2016-07-01
Journal:
Stochastic Processes and their Applications
Publisher:
Elsevier BV
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Exponential Random Graph Models
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Journal
DOI::
10.1016/j.spa.2016.01.003
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https://www.elsevier.com/tdm/userlicense/1.0/
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