Martingale Approach to Pricing Perpeetual American Options on Two Stocks.

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Serval ID
serval:BIB_4059
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
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
OAI-PMH
oai:serval.unil.ch:BIB_4059
Create date
19/11/2007 11:18
Last modification date
20/08/2019 14:38
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