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Model-independent pricing with insider information: a Skorokhod embedding approach
Acciaio B, Cox AM, Huesmann M
Research article (journal)
| Peer reviewed
Details about the publication
Volume:
53
Issue:
1
Page range:
30-56
Status:
Published
Release year:
2021
Language in which the publication is written:
English
Authors from the University of Münster
Huesmann
,
Martin
Professorship of applied mathematics