Pricing of contingent claims in a two-dimensional model with random dividends

Gapeev, Pavel V.ORCID logo; and Jeanblanc, Monique (2008) Pricing of contingent claims in a two-dimensional model with random dividends. Technical Report. CDAM, London School of Economics and Political Science, London, UK.
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Item Type Report (Technical Report)
Departments Mathematics
Date Deposited 30 Jan 2009 15:47
URI https://researchonline.lse.ac.uk/id/eprint/22365

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