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Toward the Theory of Pricing of Options of Both European an..:
Shiryaev, A. N.
;
Kabanov, Yu. M.
;
Kramkov, D. O.
.
Theory of Probability & Its Applications. 39 (1995) 1 - p. 61-102 , 1995
Link:
https://doi.org/10.1137/1139003
RT Journal T1 <Title>Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_1139003&Exemplar=1&LAN=DE A1 Shiryaev, A. N. A1 Kabanov, Yu. M. A1 Kramkov, D. O. A1 Mel'nikov, A. V. PB Society for Industrial & Applied Mathematics (SIAM) YR 1995 SN 0040-585X SN 1095-7219 JF Theory of Probability & Its Applications VO 39 IS 1 SP 61 OP 102 LK http://dx.doi.org/https://doi.org/10.1137/1139003 DO https://doi.org/10.1137/1139003 SF ELIB - SuUB Bremen
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