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"Pricing of Rainbow Options: Game Theoretic Approach."

Z. Hucki, Vassili N. Kolokoltsov (2007)

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DOI: 10.1142/S0219198907001370

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - https://dblp.org/rec/journals/igtr/HuckiK07
Z. Hucki, Vassili N. Kolokoltsov:
Pricing of Rainbow Options: Game Theoretic Approach. IGTR 9(2): 215-242 (2007)

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