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Marie Bernhart · Study
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Marie Bernhart
1 works
· latest 2012
· 1 institutions
cluster: provisional
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Swing Options Valuation: A BSDE with Constrained Jumps Approach
2012 · 15 citations
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Swing Options Valuation: A BSDE with Constrained Jumps Approach
Springer proceedings in mathematics
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2012
·
4 authors
·
chapter
·
Open access
15
citations