Optimal stopping and American options with discrete dividends and exogenous risk
| Year of publication: |
2004
|
|---|---|
| Authors: | Battauz, A. ; Pratelli, M. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 35.2004, 2, p. 255-265
|
| Publisher: |
Elsevier |