ROBUST BOUNDS FOR DERIVATIVE PRICES IN MARKOVIAN MODELS

DOI10.1142/S0219024920500156zbMath1447.91183OpenAlexW3010242776MaRDI QIDQ3304200

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Publication date: 5 August 2020

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024920500156

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