Pricing Perpetual American options driven by spectrally one-sided levy processes

Terence Chan

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationExotic Option Pricing and Advanced Levy Models
Publication statusPublished - 2005

Cite this

Chan, T. (2005). Pricing Perpetual American options driven by spectrally one-sided levy processes. In Exotic Option Pricing and Advanced Levy Models