مرکز منطقه ای اطلاع رساني علوم و فناوري - A class of options with stochastic lives and an extension of the Black-Scholes formula

Title of article :

A class of options with stochastic lives and an extension of the Black-Scholes formula

Author/Authors :

L. Peter Jennergren، نويسنده , , Bertil N?slund، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

229

To page :

234

Keywords :

finance , option pricing

Journal title :

European Journal of Operational Research

Serial Year :

1996

Journal title :

European Journal of Operational Research

Record number :

211678

Link To Document :