Author: Beiglböck Mathias Henry-Labordère Pierre Penkner Friedrich
Publisher: Springer Publishing Company
ISSN: 0949-2984
Source: Finance and Stochastics, Vol.17, Iss.3, 2013-07, pp. : 477-501
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
A model of stock option prices
International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 4, 2011-02 ,pp. :
Market illiquidity and bounds on European option prices
By De Matos João Amaro Antão Paula
The European Journal of Finance, Vol. 9, Iss. 5, 2003-10 ,pp. :
On the computation of option prices and Greeks under the CEV model
Quantitative Finance, Vol. 13, Iss. 6, 2013-06 ,pp. :
On the modelling of option prices
By Madan D.B.
Quantitative Finance, Vol. 1, Iss. 5, 2001-05 ,pp. :