GENERAL DUALITY FOR PERPETUAL AMERICAN OPTIONS
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者ALFONSI, AURÉLIEN; JOURDAIN, BENJAMIN
- 卷第11卷
- 期第6期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小330.18KB
- 发表时间2008-09
- DOI10.1142/S0219024908004920
- 页码545-566
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