Svetlana Boyarchenko, Sergei Levendorskii. American options in regime-switching Lévy models with non-semibounded stochastic interest rates. In American Control Conference, ACC 2008, Seattle, WA, USA, 11-13 June 2008. pages 1023-1028, IEEE, 2008. [doi]
@inproceedings{BoyarchenkoL08,
title = {American options in regime-switching Lévy models with non-semibounded stochastic interest rates},
author = {Svetlana Boyarchenko and Sergei Levendorskii},
year = {2008},
doi = {10.1109/ACC.2008.4586626},
url = {https://doi.org/10.1109/ACC.2008.4586626},
researchr = {https://researchr.org/publication/BoyarchenkoL08},
cites = {0},
citedby = {0},
pages = {1023-1028},
booktitle = {American Control Conference, ACC 2008, Seattle, WA, USA, 11-13 June 2008},
publisher = {IEEE},
}