"Superreplication in stochastic volatility models and optimal stopping."

Rüdiger Frey (2000)

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DOI: 10.1007/S007800050010

access: closed

type: Journal Article

metadata version: 2020-07-22

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Rüdiger Frey:
Superreplication in stochastic volatility models and optimal stopping. Finance Stochastics 4(2): 161-187 (2000)

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