Alexander Chigodaev

National Research University Higher School of Economics (Moscow)

Myasnitskaya street, 20

Moscow, Moscow 119017

Russia

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Recursive Method for Guaranteed Valuation of Options in Deterministic Game Theoretic Approach

Higher School of Economics Research Paper No. WP BRP 53/FE/2016

Number of pages: 30 Posted: 30 Mar 2016 Last Revised: 10 May 2016

Alexander Chigodaev

National Research University Higher School of Economics (Moscow)

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