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Applied Mathematics & Optimization

Volumn 17, Issue 1, 1988, Pages 37-60

On the pricing of American options

(1) Karatzas, Ioannis a,b

a Columbia University ^* (United States)

b UNIVERSITY OF NORTH CAROLINA (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0000415568 PISSN: 00954616 EISSN: 14320606 Source Type: Journal
DOI: 10.1007/BF01448358 Document Type: Article

Times cited : (252)

References (19)

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7
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- Martingales and stochastic integrals in the theory of continuous trading
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8
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9
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- North Holland, Amsterdam, and Kodansha, Tokyo
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10
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14
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- Blaisdell, Waltham, MA
- (1966) Probability and Potentials
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15
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- Rational theory of warrant pricing
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16
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- Mathematics of speculative prices
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- Samuelson, P.A.¹

17
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18
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19
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- Xue XH (1984) On optimal stopping of continuous-parameter stochastic processes. Proceedings of the China-Japan Symposium on Statistics (Beijing, China, 6–12 November 1984), pp. 371–373

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.