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Optimal Dividends in the Dual Model with Diffusion
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 38 / Issue 2 / November 2008
- Published online by Cambridge University Press:
- 17 April 2015, pp. 653-667
- Print publication:
- November 2008
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Martingale Approach to Pricing Perpetual American Options
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 195-220
- Print publication:
- November 1994
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