Author： Leung Kwai Sun Kwok Yue Kuen
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.8, Iss.6, 2008-09, pp. : 561-569
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
Pricing of a reload employee stock option under severance risk
By Ma Jun
Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. :
Access to resources
Recommend
A model of stock option prices
International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. :
Option valuation with infinitely divisible distributions
Quantitative Finance, Vol. 4, Iss. 5, 2004-10 ,pp. :
Empirical performance of models for barrier option valuation
By Jessen Cathrine Poulsen Rolf
Quantitative Finance, Vol. 13, Iss. 1, 2013-01 ,pp. :