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Bounds for path-dependent options
Authors:Donald J. Brown  Rustam Ibragimov  Johan Walden
Affiliation:1. Department of Economics, Yale University, 28 Hillhouse Ave., New Haven, CT, 06511, USA
2. Imperial College Business School, Tanaka Building, South Kensington Campus, London, SW7 2AZ, UK
3. Haas School of Business, University of California at Berkeley, 545 Student Services Building #1900, Berkeley, CA, 94720-1900, USA
Abstract:
Keywords:
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