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Optimal discrete hedging of American options using an integrated approach to options with complex embedded decisions

URN to cite this document:
urn:nbn:de:bvb:355-epub-358186
DOI to cite this document:
10.5283/epub.35818
Gerer, Johannes ; Dorfleitner, Gregor
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Date of publication of this fulltext: 07 Jul 2017 09:01


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