071044 (E10, E50) Martingale approach to pricing perpetual american options : Gerber H.U., Shiu E.S.W., Université de Lausanne, Switzerland, University of Iowa, U.S.A., Astin Bulletin, Vol. 24, No. 2, 1994, pp. 195–220

• Book ID: 103587362
• Publisher: Elsevier Science
• Year: 1995
• Tongue: English
• Weight: 87 KB
• Volume: 16
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/0167-6687(95)91792-k