"Strict local martingale deflators and valuing American call-type options."

Erhan Bayraktar, Constantinos Kardaras, Hao Xing (2012)

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DOI: 10.1007/S00780-011-0155-Y

access: closed

type: Journal Article

metadata version: 2020-07-22

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Erhan Bayraktar, Constantinos Kardaras, Hao Xing:
Strict local martingale deflators and valuing American call-type options. Finance Stochastics 16(2): 275-291 (2012)

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