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Methods of Mathematical Finance

  • Karatzas I
  • Shreve S
Springer New York, (1998)
DOI: 10.1007/b98840
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Abstract

martingale approach to financial optstop

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Karatzas, I., & Shreve, S. E. (1998). Methods of Mathematical Finance. Methods of Mathematical Finance. Springer New York. https://doi.org/10.1007/b98840

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