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
Author(s)
Gerber H.U., Shiu E.S.W.
Publication state
Published
Issued date
1998
Peer-reviewed
Oui
Volume
2
Number
3
Pages
101-112
Language
english
Create date
17/10/2008 14:43
Last modification date
20/08/2019 16:17
Usage data