From Perpetual Strangles to Russian Options

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Serval ID
serval:BIB_F1B48FAF761B
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
From Perpetual Strangles to Russian Options
Journal
Insurance: Mathematics and Economics
Author(s)
Gerber H. U., Shiu E.S.W.
Publication state
Published
Issued date
1994
Peer-reviewed
Oui
Volume
15
Pages
121-126
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_F1B48FAF761B
Create date
26/08/2008 17:51
Last modification date
20/08/2019 16:19
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