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Q5691555 - MaRDI portal

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scientific article; zbMATH DE number 972637
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English
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scientific article; zbMATH DE number 972637

    Statements

    author
    Lawrence A. Shepp
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    Albert N. Shiryaev
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    publication date
    29 January 1997
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    zbMATH Keywords
    call option
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    dual of the put option
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    optimal expected present value
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    Identifiers

    zbMATH DE Number
    972637
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