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Valuation of performance-dependent options in a black-scholes framework
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2008
Conference Paper
Titel
Valuation of performance-dependent options in a black-scholes framework
Author(s)
Gerstner, T.
Holtz, M.
Korn, R.
Hauptwerk
Operations Research Proceedings 2007
Konferenz
International Conference on Operations Research (OR) 2007
Language
English
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik ITWM
