Author： Nicolato E. Sloth D.
Publisher： Routledge Ltd
ISSN： 1469-7688
Source： Quantitative Finance, Vol.14, Iss.1, 2014-01, pp. : 125-141
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 average options under time-changed Lévy processes
Review of Derivatives Research, Vol. 17, Iss. 1, 2014-04 ,pp. :
Access to resources
Recommend
Option Prices Under Generalized Pricing Kernels
Review of Derivatives Research, Vol. 8, Iss. 2, 2005-08 ,pp. :
On the computation of option prices and Greeks under the CEV model
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :
Risk sharing in a financial market with endogenous option prices
The European Journal of Finance, Vol. 19, Iss. 6, 2013-07 ,pp. :