Martingale Approach to Pricing Perpeetual American Options on Two Stocks.

Details

Serval ID
serval:BIB_4059
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Martingale Approach to Pricing Perpeetual American Options on Two Stocks.
Journal
Mathematical Finance
Author(s)
Gerber HU, Shiu E
Publication state
Published
Issued date
1996
Volume
6
Pages
302-322
Create date
19/11/2007 10:18
Last modification date
20/08/2019 13:38
Usage data