Pricing of perpetual bermudan options

Quantitative Finance

Volumn 2, Issue 6, 2002, Pages 432-442

  Boyarchenko, S I ^a   Levendorski, S Z ^b  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b ROSTOV STATE UNIVERSITY OF ECONOMICS   (Russian Federation)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008755295     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2002.0000010     Document Type: Article

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