Author: Li Steven Abdullah Mimi Hafizah
Publisher: Palgrave Macmillan Ltd
ISSN: 1753-965X
Source: Journal of Derivatives & Hedge Funds, Vol.18, Iss.4, 2012-11, pp. : 333-360
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 counter-example to an option pricing formula under transaction costs
By Roux Alet
Finance and Stochastics, Vol. 10, Iss. 4, 2006-12 ,pp. :
A moment expansion approach to option pricing
Quantitative Finance, Vol. 5, Iss. 1, 2005-02 ,pp. :
An empirical comparison of GARCH option pricing models
Review of Derivatives Research, Vol. 8, Iss. 3, 2005-12 ,pp. :