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