Author: Varson P. L. Selby M. J. P.
Publisher: Routledge Ltd
ISSN: 1466-4364
Source: The European Journal of Finance, Vol.3, Iss.1, 1997-03, pp. : 49-72
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 model of stock option prices
International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. :
Risk adjustments of option prices under time-changed dynamics
Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. :
On the modelling of option prices
By Madan D.B.
Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. :