Mete Soner Professor of Operations Research and Financial Engineering, Princeton University

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Mete Soner
Professor of Operations Research and Financial Engineering, Princeton University

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Conditional Davis prices

Author
Kasper Larsen, H. Mete Soner, Gordan Zitkovic
Publication Year
2020

Type

Journal Article
Journal
Finance & Stochastics
Volume
24
Issue
3
Pages
565-599
Documents
Davis prices.pdf
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