Pricing Perpetual Options for Jump Processes [Author's Reply]

Volume
2:3
Page
112
Year
1998
Categories
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Equities
Financial and Statistical Methods
Asset and Econometric Modeling
Asset Classes
Other Securities
Actuarial Applications and Methodologies
Valuation
Equity Valuation
Actuarial Applications and Methodologies
Valuation
Valuing Contingent Obligations
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
North American Actuarial Journal
Authors
Hans U Gerber
Elias S W Shiu