%0 Journal Article %1 Avram2002 %A Avram, Florin %A Chan, Terence %A Usabel, Miguel %D 2002 %J Stochastic Processes and their Applications %K American options %N 1-2 %P 75--107 %T On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts %U http://www.sciencedirect.com/science/article/B6V1B-45FGYNB-3/1/f771c939c1bf38db93ce9e74d1027bf2 %V 100

@article{Avram2002, added-at = {2008-04-22T14:25:45.000+0200}, author = {Avram, Florin and Chan, Terence and Usabel, Miguel}, biburl = {https://www.bibsonomy.org/bibtex/20113b6d1e4f1aa81ec896f81a1b2e7d5/smicha}, description = {Stochastic Processes and their Applications}, interhash = {8bb3f7ea0d3a6b1386cb7c9c85f1ef69}, intrahash = {0113b6d1e4f1aa81ec896f81a1b2e7d5}, journal = {Stochastic Processes and their Applications}, keywords = {American options}, month = {00}, number = {1-2}, pages = {75--107}, timestamp = {2008-04-22T14:30:43.000+0200}, title = {On the valuation of constant barrier options under spectrally one-sided exponential L{\'e}vy models and Carr's approximation for American puts}, url = {http://www.sciencedirect.com/science/article/B6V1B-45FGYNB-3/1/f771c939c1bf38db93ce9e74d1027bf2}, volume = 100, year = 2002 }