![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Author: Chang Chuang-Chang Chung San-Lin Shackleton Mark
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.4, Iss.3, 2004-06, pp. : 292-300
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
American-style Indexed Executive Stock Options
European Finance Review, Vol. 6, Iss. 3, 2002-01 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
Pricing average options under time-changed Lévy processes
Review of Derivatives Research, Vol. 17, Iss. 1, 2014-04 ,pp. :
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)
![](/images/ico/ico_close.png)
![](/images/ico/ico5.png)