The valuation of American passport options: a viscosity solution approach


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journal articles

Publication Year:
2019

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Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang, "The valuation of American passport options: a viscosity solution approach", Journal of Optimization Theory and Applications, 180 (2), February 2019, pp 608–633.

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The valuation of American passport options: a viscosity solution approach

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