Volatility and dividend risk in perpetual American options

Journal of Statistical Mechanics: Theory and Experiment

Volumn , Issue 4, 2007, Pages

  Montero, Miquel ^a  

^a UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Financial instruments and regulation; Models of financial markets; Risk measure and management; Stochastic processes

Indexed keywords

EID: 42749102857     PISSN: 17425468     EISSN: 17425468     Source Type: Journal    
DOI: 10.1088/1742-5468/2007/04/P04002     Document Type: Article

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