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~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Gikhman, Ilya I."
~person:"Waltman, Waltman, L."
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The journal of derivatives : JOD
ERIM Report Series Research in Management
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Semi-analytical solutions for barrier and American
options
written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
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