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Pricing of contingent claims in a two-dimensional model with random dividends

Gapeev, Pavel V. and Jeanblanc, Monique (2008) Pricing of contingent claims in a two-dimensional model with random dividends. CDAM, London School of Economics and Political Science, London, UK.

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Item Type: Monograph (Other)
Official URL: http://www.cdam.lse.ac.uk/Reports/Files/cdam-2008-...
Additional Information: © 2008 The Authors
Library of Congress subject classification: Q Science > QA Mathematics
Sets: Departments > Mathematics
Rights: http://www.lse.ac.uk/library/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Date Deposited: 30 Jan 2009 15:47
URL: http://eprints.lse.ac.uk/22365/

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