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Risk minimization for game options in markets imposing minimal transaction costs
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue 3 / September 2016
- Published online by Cambridge University Press:
- 19 September 2016, pp. 926-946
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- September 2016
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Doubly reflected BSDEs with call protection and theirapproximation
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- Journal:
- ESAIM: Probability and Statistics / Volume 18 / 2014
- Published online by Cambridge University Press:
- 15 October 2014, pp. 613-641
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- 2014
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A discrete-time approximation for doubly reflected BSDEs
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- Journal:
- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
- Published online by Cambridge University Press:
- 01 July 2016, pp. 101-130
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- March 2009
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