

Author: Huang James
Publisher: Springer Publishing Company
ISSN: 1380-6645
Source: Review of Derivatives Research, Vol.7, Iss.1, 2004-01, pp. : 25-51
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


Stochastic volatility and option pricing
By Gkamas D.
Quantitative Finance, Vol. 1, Iss. 3, 2001-03 ,pp. :




Pragmatic insurance option pricing
By Holtan Jon
Scandinavian Actuarial Journal, Vol. 2007, Iss. 1, 2007-01 ,pp. :


Three Solutions to the Pricing Kernel Puzzle
Review of Finance, Vol. 17, Iss. 3, 2013-07 ,pp. :


Numerical option pricing in the presence of bubbles
By Ekström Erik Lötstedt Per Sydow Lina Von Tysk Johan
Quantitative Finance, Vol. 11, Iss. 8, 2011-08 ,pp. :