Martingale approach to pricing perpetual American options
Hans U. Gerber et Elias S. W. Shiu
| Year of publication: |
1994
|
|---|---|
| Authors: | Gerber, Hans U. ; Shiu, Elias S. W. |
| Publisher: |
Lausanne : École des Hautes Études Commerciales |
| Extent: | 30 Bl. |
|---|---|
| Series: | Cahier / ISA, Institut de Sciences Actuarielles. - Lausanne : École des Hautes Études Commerciales. - Vol. 94,01 |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004315886