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LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 36 / Issue 2 / April 2022
- Published online by Cambridge University Press:
- 09 October 2020, pp. 514-547
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A class of complete benchmark models with intensity-based jumps
- Part of
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- Journal:
- Journal of Applied Probability / Volume 41 / Issue 1 / March 2004
- Published online by Cambridge University Press:
- 14 July 2016, pp. 19-34
- Print publication:
- March 2004
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