tessitore.zabczyk:02:pricing¶
BibTeX Entry:
@incollection{tessitore.zabczyk:02:pricing,
author = {Tessitore, Gianmario and Zabczyk, Jerzy},
booktitle = {Stochastic processes and related topics ({S}iegmundsburg, 2000)},
mrclass = {91B28 (60G40 60G42)},
mrnumber = {1987320},
pages = {249--268},
publisher = {Taylor \& Francis, London},
series = {Stochastics Monogr.},
title = {Pricing options for {M}arkovian models},
volume = {12},
year = {2002}
}