Pricing Perpetual American Option for Jump Processes.

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Serval ID
serval:BIB_1314
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Pricing Perpetual American Option for Jump Processes.
Journal
Cahier de recherche ISA
Author(s)
Gerber HU, Shiu E
Publication state
Published
Issued date
1997
Volume
97.04
OAI-PMH
oai:serval.unil.ch:BIB_1314
Create date
19/11/2007 10:33
Last modification date
20/08/2019 13:41
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