"On perpetual American put valuation and first-passage in a ..."

Zhengjun Jiang, Martijn Pistorius (2008)

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DOI: 10.1007/S00780-008-0065-9

access: closed

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/JiangP08
Zhengjun Jiang, Martijn Pistorius:
On perpetual American put valuation and first-passage in a regime-switching model with jumps. Finance Stochastics 12(3): 331-355 (2008)

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