1. Double continuation regions for American and Swing options with negative discount rate in Lévy models. (11th July 2019) Authors: De Donno, Marzia; Palmowski, Zbigniew; Tumilewicz, Joanna Journal: Mathematical finance Issue: Volume 30:Number 1(2020) Page Start: 196 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Kim and Omberg Revisited: The Duality Approach. (12th August 2015) Authors: Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro Other Names: Psaradakis Zacharias Academic Editor. Journal: Journal of probability and statistics Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Kim and Omberg Revisited: The Duality Approach. (12th August 2015) Authors: Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro Other Names: Psaradakis Zacharias Academic Editor. Journal: Journal of probability and statistics Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗