Pricing renewable identification numbers under uncertainty
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Publication:5079363
DOI10.1080/14697688.2021.1996625zbMath1491.91137OpenAlexW4200119732MaRDI QIDQ5079363
Hamed Ghoddusi, Mohamad Afkhami
Publication date: 27 May 2022
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2021.1996625
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Uses Software
Cites Work
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