| Original language | English |
|---|---|
| Journal | Stochastic Processes and Their Applications |
| Volume | 109 |
| Issue | 1 |
| Pages (from-to) | 79-111 |
| Number of pages | 33 |
| ISSN | 0304-4149 |
| Publication status | Published - 2004 |
Russian and American put options under exponential phase-type Lévy models
S. Asmussen, F. Avram, M. Pistorius
Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
238
Citations
(Scopus)