Martingale Approach to Pricing Perpetual American Options

Astin Bulletin 1994 / 11 Vol. 24; Iss. 2

Martingale Approach to Pricing Perpetual American Options

Gerber, Hans U., Shiu, Elias S.W.
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Volume:
24
Language:
english
Journal:
ASTIN Bulletin
DOI:
10.2143/AST.24.2.2005065
Date:
November, 1994
File:
PDF, 947 KB
english, 1994
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