The compound option approach to American options on jump-diffusions
| Year of publication: |
2004
|
|---|---|
| Authors: | Gukhal, Chandrasekhar Reddy |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 10, p. 2055-2074
|