A semigroup approach to American options

  1. Cruz-Báez, D.I.
  2. González-Rodríguez, J.M.
Revue:
Journal of Mathematical Analysis and Applications

ISSN: 0022-247X

Année de publication: 2005

Volumen: 302

Número: 1

Pages: 157-165

Type: Article

DOI: 10.1016/J.JMAA.2004.07.047 GOOGLE SCHOLAR lock_openAccès ouvert editor