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Pricing Perpetual Options for Jump Processes - MaRDI portal

Pricing Perpetual Options for Jump Processes (Q5718304)

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scientific article; zbMATH DE number 2247032
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English
Pricing Perpetual Options for Jump Processes
scientific article; zbMATH DE number 2247032

    Statements

    title
    Pricing Perpetual Options for Jump Processes (English)
    0 references
    author
    Hans U. Gerber
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    Elias S. W. Shiu
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    publication date
    13 January 2006
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    Identifiers

    zbMATH DE Number
    2247032
    0 references
    OpenAlex ID
    W1486625577
    0 references
     
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