Toward the Theory of Pricing of Options of Both European and American Types. I. Discrete time
Shiryaev, A. N., Kabanov, Yu. M., Kramkov, O. D., Mel’nikov, A. V.Volume:
39
Langue:
english
Journal:
Theory of Probability & Its Applications
DOI:
10.1137/1139002
Date:
January, 1995
Fichier:
PDF, 4.08 MB
english, 1995