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On perpetual American put valuation and first-passage in a regime-switching model with jumps
File(s)
0803.2302v1.pdf (338.23 KB)
Accepted version
Author(s)
Jiang, Z
Pistorius, MR
Type
Journal Article
Date Issued
2008-07-01
URI
DOI
ISSN
0949-2984
Publisher
SPRINGER HEIDELBERG
Start Page
331
End Page
355
Journal / Book Title
FINANCE AND STOCHASTICS
Volume
12
Issue
3
Copyright Statement
Copyright © 2008, Springer-Verlag. The final publication is available at Springer via http://dx.doi.org/10.1007/s00780-008-0065-9
License URL
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000256474000003&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Publication Status
Published