Pistorius, M. R.
- On perpetual American put valuation and first-passage in a regime-switching model with jumps
2008/03/15 by Jiang, Z., Pistorius, M. R. · 1 citation
#60K15 #90A09 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)