Shifted Poisson Processes and the Pricing of Perpetual American Options.

Details

Serval ID
serval:BIB_1072
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Shifted Poisson Processes and the Pricing of Perpetual American Options.
Journal
Cahier de recherche ISA
Author(s)
Michaud F
Publication state
Published
Issued date
1997
Volume
97.01
Pages
54
Create date
19/11/2007 10:30
Last modification date
20/08/2019 13:37
Usage data