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BibTeX record journals/siamco/JobertR06
@article{DBLP:journals/siamco/JobertR06, author = {A. Jobert and L. C. G. Rogers}, title = {Option Pricing With Markov-Modulated Dynamics}, journal = {{SIAM} J. Control. Optim.}, volume = {44}, number = {6}, pages = {2063--2078}, year = {2006}, url = {https://doi.org/10.1137/050623279}, doi = {10.1137/050623279}, timestamp = {Thu, 09 Jul 2020 22:38:50 +0200}, biburl = {https://dblp.org/rec/journals/siamco/JobertR06.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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