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MR1940220
(2003i:91048)
91B28
(60G40 60J60 65C20)
Basso, Antonella; Nardon, Martina; Pianca, Paolo An analysis of the effects of continuous dividends on the exercise of American options. Rend. Studi Econ. Quant. 2001, 41--68 (2002). |
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