Perpetual American maximum options with Markov-modulated dynamics
Work
Year: 2011
Type: article
Source: Lithuanian Mathematical Journal
Authors Yongqing Xu, Yan‐Dong Wu
Institution Huaiyin Institute of Technology
Cites: 9
Cited by: 2
Related to: 10
FWCI: 0.586
Citation percentile (by year/subfield): 59.81
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: closed