Perpetual American Standard and Lookback Options in Insider Models with Progressively Enlarged Filtrations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gapeev, Pavel V., Li, Libo
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Pricing of Securities 91B25, 60G40, 60G44
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.03470