Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts

Fuente: arXiv

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Bibliographic Details
Main Authors:	Baldacci, Bastien, Bergault, Philippe, Guéant, Olivier
Format:	Preprint
Published:	2024
Subjects:	Pricing of Securities Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.13754