Submitted on: 26 June 1999.
Revised on: 27 July 1999.
Accepted on: 07 August 1999.
SIAM Journal on Financial Mathematics
Submitted on: 15 June 2023.
Revised on: 28 June 2023.
Accepted on: 09 July 2023.
SIAM Journal on Financial Mathematics
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Submitted on: 26 March 2020.
Revised on: 04 May 2020.
Accepted on: 31 May 2020.
SIAM Journal on Financial Mathematics
Submitted on: 18 March 2013.
Revised on: 17 April 2013.
Accepted on: 13 May 2013.
SIAM Journal on Financial Mathematics