PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL...

International Journal of Theoretical and Applied Finance 2009 / 12 Vol. 12; Iss. 8

PRICING OF CONTINGENT CLAIMS IN A TWO-DIMENSIONAL MODEL WITH RANDOM DIVIDENDS

GAPEEV, PAVEL V., JEANBLANC, MONIQUE
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Volume:
12
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024909005592
Date:
December, 2009
File:
PDF, 216 KB
english, 2009
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