"American option pricing with imprecise risk-neutral probabilities."

Silvia Muzzioli, Huguette Reynaerts (2008)

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DOI: 10.1016/J.IJAR.2007.06.011

access: open

type: Journal Article

metadata version: 2021-02-16

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Silvia Muzzioli, Huguette Reynaerts:
American option pricing with imprecise risk-neutral probabilities. Int. J. Approx. Reason. 49(1): 140-147 (2008)

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