zabczyk:96:pricing¶
BibTeX Entry:
@incollection{zabczyk:96:pricing,
author = {Zabczyk, Jerzy},
booktitle = {Stochastic processes and related topics ({S}iegmundsberg, 1994)},
mrclass = {90A09 (90C39)},
mrnumber = {1393504},
pages = {153--160},
publisher = {Gordon and Breach, Yverdon},
series = {Stochastics Monogr.},
title = {Pricing options by dynamic programming},
volume = {10},
year = {1996}
}