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"Dual pricing of multi-exercise options under volume constraints."

Christian Bender (2011)

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DOI: 10.1007/S00780-010-0134-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Christian Bender:
Dual pricing of multi-exercise options under volume constraints. Finance Stochastics 15(1): 1-26 (2011)

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