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%0 Journal Article
%1 Mulinacci1996
%A Mulinacci, Sabrina
%D 1996
%J Stochastic Processes and their Applications
%K American option pricing
%N 1
%P 1--17
%T An approximation of American option prices in a jump-diffusion model
%U http://www.sciencedirect.com/science/article/B6V1B-3VS3FRG-1/1/b28a9b5e6c43ff39f05afe2dcfd62f96
%V 62
@article{Mulinacci1996,
added-at = {2008-04-22T14:25:45.000+0200},
author = {Mulinacci, Sabrina},
biburl = {https://www.bibsonomy.org/bibtex/28ab1ae6dc911ac19e29d2389ef117b19/smicha},
description = {Stochastic Processes and their Applications},
interhash = {f07a7f7fd8df68151e45ae476b1d9220},
intrahash = {8ab1ae6dc911ac19e29d2389ef117b19},
journal = {Stochastic Processes and their Applications},
keywords = {American option pricing},
month = Mar,
number = 1,
pages = {1--17},
timestamp = {2008-04-22T14:28:25.000+0200},
title = {An approximation of American option prices in a jump-diffusion model},
url = {http://www.sciencedirect.com/science/article/B6V1B-3VS3FRG-1/1/b28a9b5e6c43ff39f05afe2dcfd62f96},
volume = 62,
year = 1996
}
