Computational methods for incentive option valuation

Markku Kallio () and Antti Pirjetä ()

Computational Management Science, 2009, vol. 6, issue 2, 209-231

Keywords: Portfolio choice; Investment decisions; Contingent claim pricing; Optimisation techniques; G11; G13; C61 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s10287-008-0085-0

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