Bounds for the American perpetual put on a stock index
Paulsen V
Research article (journal)Details about the publication
Journal: Journal of Applied Probability (J. Appl. Probab.)
Volume: 38
Issue: 1
Page range: 55-66
Status: Published
Release year: 2001
Link to the full text: http://projecteuclid.org/getRecord?id=euclid.jap/996986643
Authors from the University of Münster
| Paulsen, Volkert | Institute of Mathematical Stochastics |