"The use of power numeraires in option pricing."

Mark S. Joshi (2017)

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DOI: 10.1016/J.ORL.2017.01.006

access: closed

type: Journal Article

metadata version: 2018-10-20

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Mark S. Joshi:
The use of power numeraires in option pricing. Oper. Res. Lett. 45(2): 133-138 (2017)

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