A class of options with stochastic lives and an extension of the Black-Scholes formula
From MaRDI portal
Publication:1278205
DOI10.1016/0377-2217(95)00280-4zbMath0924.90018OpenAlexW2044056526MaRDI QIDQ1278205
L. Peter Jennergren, Bertil Näslund
Publication date: 22 February 1999
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-2217(95)00280-4
Related Items (max. 100)
Cites Work
This page was built for publication: A class of options with stochastic lives and an extension of the Black-Scholes formula
