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1 research outputs found
The Value of the Perpetual American Call on the Time-Average of the Stock
Author
Jacka S. D.
Kramkov D. O., and Mordecky, E.
+3Â more
Rogers L. C. G., and Shi, Z.,
Shepp L., and Shiryaev, A. N.
Shepp L., and Shiryaev, A. N.
Publication venue
'Graduate School of Information Sciences, Tohoku University'
Publication date
01/01/2003
Field of study
No full text
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