Martingale Approach to Pricing Perpetual American Options

Details

Serval ID
serval:BIB_3C3754783CF8
Type
Article: article from journal or magazin.
Collection
Publications
Institution
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
Create date
26/08/2008 17:46
Last modification date
20/08/2019 13:32
Usage data