American Options in Regime-Switching Models
- 期刊名称SIAM Journal on Control and Optimization
- 作者Boyarchenko, Svetlana; Levendorskii, Sergei
- 卷第48卷
- 期第3期
- 印刷ISSN0363-0129
- 电子ISSN1095-7138
- 文件大小318.39KB
- 发表时间2009-01
- DOI10.1137/070682897
- 页码1353-1376
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