Authors’ Reply: Pricing Perpetual Options for Jump Processes - Discussion by X. Sheldon Lin; Xiaolan Zhang

Letter/Communication

Hans U. Gerber and Elias S.W. Shiu

North American actuarial journal, Vol.2(3), pp.112-112

07/1998

DOI: 10.1080/10920277.1998.10595739

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Title: Subtitle: Authors’ Reply: Pricing Perpetual Options for Jump Processes - Discussion by X. Sheldon Lin; Xiaolan Zhang
Creators: Hans U. Gerber
Elias S.W. Shiu
Resource Type: Letter/Communication
Publication Details: North American actuarial journal, Vol.2(3), pp.112-112
DOI: 10.1080/10920277.1998.10595739
ISSN: 1092-0277
eISSN: 2325-0453
Language: English
Date published: 07/1998
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257608702771

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