Works matching DE "WIENER-Hopf operators"


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    Pricing of perpetual Bermudan options.

    Published in:
    Quantitative Finance, 2002, v. 2, n. 6, p. 432, doi. 10.1088/1469-7688/2/6/302
    By:
    • Boyarchenko, S. I.;
    • Levendorskii, S. Z.
    Publication type:
    Article
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