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Convex bounds on multiplicative processes, with applications to pricing in incomplete markets

Bibliographic reference Courtois, Cindy ; Denuit, Michel. Convex bounds on multiplicative processes, with applications to pricing in incomplete markets. In: Insurance: Mathematics and Economics, Vol. 42, no. 1, p. 95-100 (2008)
Permanent URL http://hdl.handle.net/2078.1/36821