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

Gapeev, P. V.ORCID logo & Jeanblanc, M. (2008). Pricing of contingent claims in a two-dimensional model with random dividends. CDAM, London School of Economics and Political Science.
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Item Type Report (Technical Report)
Copyright holders © 2008 The Authors
Departments LSE > Academic Departments > Mathematics
Date Deposited 30 Jan 2009
URI https://researchonline.lse.ac.uk/id/eprint/22365

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