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Yang Wang, Baojun Bian, Zijiang Yang, Jizhou Zhang. The Valuation of American Passport Options: A Viscosity Solution Approach. J. Optimization Theory and Applications, 180(2):608-633, 2019. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Viscosity Solutions of Integro-Differential Equations and Passport Options in a Jump-Diffusion ModelYang Wang, Baojun Bian, Jizhou Zhang. jota, 161(1):122-144, 2014. [doi]
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