Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Option Pricing With Markov-Modulated Dynamics."

A. Jobert, L. C. G. Rogers (2006)

> Home

Details and statistics

DOI: 10.1137/050623279

access: closed

type: Journal Article

metadata version: 2020-07-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/siamco/JobertR06
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/siamco/JobertR06
A. Jobert, L. C. G. Rogers:
Option Pricing With Markov-Modulated Dynamics. SIAM J. Control. Optim. 44(6): 2063-2078 (2006)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.