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Please use this identifier to cite or link to this item: http://hdl.handle.net/1783.1/222
Title: Optimal shouting policies of options with reset rights
Authors: Kwok, Yue Kuen
Dai, Min
Wu, Lixin
Keywords: Options
Warrants
Shouting feature
Reset feature
Optimal shouting policies
Issue Date: Dec-2002
Citation: Presented at International Conference on Applied Statistics
URI: http://hdl.handle.net/1783.1/222
Appears in Collections:MATH Presentations

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