Martingale Approach to Pricing Perpetual American Options

Details

Request a copyRequest a copy
Serval ID
serval:BIB_3C3754783CF8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Martingale Approach to Pricing Perpetual American Options
Journal
Astin Bulletin
Author(s)
Gerber H.U., Shiu E.S.W.
Publication state
Published
Issued date
1994
Peer-reviewed
Oui
Volume
24
Pages
195-220
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_3C3754783CF8
Create date
26/08/2008 17:46
Last modification date
20/08/2019 13:32
Usage data