On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation.
| Autor: | Knudsen, Thomas S., Meister, Bernhard, Zervos, Mihail |
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| Zdroj: | Finance & Stochastics. 1999, Vol. 3 Issue 4, p433. 17p. |
| Databáze: | Business Source Ultimate |
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