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Introduction and Summary

Part of the Stochastic Modelling and Applied Probability book series (SMAP, volume 59)

Keywords

Optimal Control Problem Viscosity Solution Fractional Brownian Motion American Option Strike Price 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2008

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