Summary
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Authors: Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou, Daniel Ritter
Journal title: SIAM Journal on Financial Mathematics
Journal number: 10/2
Journal publisher: Society for Industrial and Applied Mathematics Publications
Published year: 2019
Published pages: 578-614
DOI identifier: 10.1137/17m1156046
ISSN: 1945-497X