Optimal stopping and perpetual options for Lévy processes
| Year of publication: |
2002
|
|---|---|
| Authors: | Mordecki, Ernesto |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 6.2002, 4, p. 473-494
|