American option valuation under continuous time Markov Chains
File(s)
14946_final.pdf (355.64 KB)
Accepted version
Author(s)
Eriksson, B
Pistorius, MR
Type
Journal Article
Editor(s)
Asmussen, S
Date Issued
2015-06-25
Date Acceptance
2014-05-02
Citation
Advances in Applied Probability, 2015, 47 (2), pp.378-401
URI
DOI
ISSN
0001-8678
Publisher
Applied Probability Trust
Start Page
378
End Page
401
Journal / Book Title
Advances in Applied Probability
Volume
47
Issue
2
Copyright Statement
Copyright © Applied Probability Trust 2014
License URL
Description
09.02.15 KB. Ok to add accepted version to spiral
Publication Status
Accepted