Thomas S. Knudsen

Bankers Trust

1 Appold Street

Broadgate

London EC2A 2HE

United Kingdom

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Scholarly Papers (1)

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On the Relationship of the Dynamic Programming Approach and the Contingent Claim Approach to Asset Valuation

Posted: 21 Oct 1999
Thomas S. Knudsen, Bernhard Meister and Mihail Zervos
Bankers Trust, Goldman Sachs Group, Inc. - Japan Office and King's College London - Department of Mathematics

Abstract:

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