Author： Wang Andrew Ming-Long Liu Yu-Hong Hsiao Yi-Long
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.9, Iss.3, 2009-04, pp. : 341-352
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
A moment expansion approach to option pricing
Quantitative Finance, Vol. 5, Iss. 1, 2005-02 ,pp. :
Access to resources
Recommend
Option pricing under hybrid stochastic and local volatility
Quantitative Finance, Vol. 13, Iss. 8, 2013-08 ,pp. :
A functional approach to pricing complex barrier options
The European Journal of Finance, Vol. 20, Iss. 5, 2014-05 ,pp. :