Pricing and filtering in a two-dimensional dividend switching model
Pavel V. Gapeev and Monique Jeanblanc
| Year of publication: |
2010
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|---|---|
| Authors: | Gapeev, Pavel V. ; Jeanblanc, Monique |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 7, p. 1001-1017
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| Subject: | Optionspreistheorie | Option pricing theory | Dividende | Dividend | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008906248