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%0 Journal Article
%1 Gukhal2004
%A Gukhal, C. R. Chandrasekhar Reddy
%D 2004
%J Journal of Economic Dynamics and Control
%K Compound options
%N 10
%P 2055--2074
%T The compound option approach to American options on jump-diffusions
%U http://www.sciencedirect.com/science/article/B6V85-4BRPN38-1/1/6cd5617c37c1ca29dfed477878d75d8e
%V 28
@article{Gukhal2004,
added-at = {2008-04-22T15:17:45.000+0200},
author = {Gukhal, C. R. Chandrasekhar Reddy},
biburl = {https://www.bibsonomy.org/bibtex/20ff52f72f3fc848e3853a4b04553eb5c/smicha},
interhash = {e99831d6af74a99e6a7b1325fa49f301},
intrahash = {0ff52f72f3fc848e3853a4b04553eb5c},
journal = {Journal of Economic Dynamics and Control},
keywords = {Compound options},
month = Sep,
number = 10,
pages = {2055--2074},
timestamp = {2008-04-22T15:26:49.000+0200},
title = {The compound option approach to American options on jump-diffusions},
url = {http://www.sciencedirect.com/science/article/B6V85-4BRPN38-1/1/6cd5617c37c1ca29dfed477878d75d8e},
volume = 28,
year = 2004
}
