Russian and American put options under exponential phase-type Levy models

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	79-111
Number of pages	33
Journal	Stochastic Processes and their Applications
Volume	109
Issue number	1
Publication status	Published - 2004

Cite this

@article{ac5f10dbc2e1471f9bd548b20537e6c6,

title = "Russian and American put options under exponential phase-type Levy models",

author = "S. Asmussen and F. Avram and M.R. Pistorius",

year = "2004",

language = "Undefined/Unknown",

volume = "109",

pages = "79--111",

journal = "Stochastic Processes and their Applications",

issn = "0304-4149",

publisher = "Elsevier BV",

number = "1",

}