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"Perpetual American Options Under L[e-acute]vy Processes."

S. I. Boyarchenko, S. Z. Levendorskii (2002)

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DOI: 10.1137/S0363012900373987

access: closed

type: Journal Article

metadata version: 2020-07-09

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  dblp key:
  - journals/siamco/BoyarchenkoL02
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  - https://dblp.org/rec/journals/siamco/BoyarchenkoL02
S. I. Boyarchenko, S. Z. Levendorskii:
Perpetual American Options Under L[e-acute]vy Processes. SIAM J. Control. Optim. 40(6): 1663-1696 (2002)

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