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Perpetual American Options Under Lévy Processes - MaRDI portal

Perpetual American Options Under Lévy Processes (Q4537806)

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scientific article; zbMATH DE number 1758250
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English
Perpetual American Options Under Lévy Processes
scientific article; zbMATH DE number 1758250

    Statements

    title
    Perpetual American Options Under Lévy Processes (English)
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    author
    Svetlana Boyarchenko
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    Sergei Levendorskii
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    publication date
    23 June 2002
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    93E20
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    91G20
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    zbMATH DE Number
    1758250
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    OpenAlex ID
    W2108593249
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