Pricing perpetual options for jump processes
Details
Serval ID
serval:BIB_ADE1F6691A8D
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Pricing perpetual options for jump processes
Journal
North American Actuarial Journal
Publication state
Published
Issued date
1998
Peer-reviewed
Oui
Volume
2
Number
3
Pages
101-112
Language
english
Create date
17/10/2008 13:43
Last modification date
20/08/2019 15:17