Finite expiry Russian options
| Autor: | Duistermaat, J.J., Kyprianou, A.E. *, van Schaik, K. |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2005 115(4):609-638 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Duistermaat, J.J., Kyprianou, A.E. *, van Schaik, K. |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications 2005 115(4):609-638 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect