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Aleksander Janicki 1 ; Jacek Wybraniec 2
@article{10_4064_am32_1_8, author = {Aleksander Janicki and Jacek Wybraniec}, title = {Bounds for the range of {American contingent} claim prices in the jump-diffusion model}, journal = {Applicationes Mathematicae}, pages = {103--118}, publisher = {mathdoc}, volume = {32}, number = {1}, year = {2005}, doi = {10.4064/am32-1-8}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.4064/am32-1-8/} }
TY - JOUR AU - Aleksander Janicki AU - Jacek Wybraniec TI - Bounds for the range of American contingent claim prices in the jump-diffusion model JO - Applicationes Mathematicae PY - 2005 SP - 103 EP - 118 VL - 32 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4064/am32-1-8/ DO - 10.4064/am32-1-8 LA - en ID - 10_4064_am32_1_8 ER -
%0 Journal Article %A Aleksander Janicki %A Jacek Wybraniec %T Bounds for the range of American contingent claim prices in the jump-diffusion model %J Applicationes Mathematicae %D 2005 %P 103-118 %V 32 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/articles/10.4064/am32-1-8/ %R 10.4064/am32-1-8 %G en %F 10_4064_am32_1_8
Aleksander Janicki; Jacek Wybraniec. Bounds for the range of American contingent claim prices in the jump-diffusion model. Applicationes Mathematicae, Tome 32 (2005) no. 1, pp. 103-118. doi : 10.4064/am32-1-8. http://geodesic.mathdoc.fr/articles/10.4064/am32-1-8/
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