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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 4-6: Optimal stopping with Applications
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Original Articles

An integral equation for American put options on assets with general dividend processes

M. H. Vellekoop RESAM, Department of Quantitative Economics, University of Amsterdam, Amsterdam, The NetherlandsCorrespondence[email protected]
&
J. W. Nieuwenhuis Department of Economics, University of Groningen, Groningen, The NetherlandsView further author information
Pages 555-567 | Received 10 Dec 2009, Accepted 15 Oct 2010, Published online: 10 Oct 2011

References

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