Pricing contingent claims on stocks diven by Lévy processes

Annals of Applied Probability

Volumn 9, Issue 2, 1999, Pages 504-528

  Chan, Terence ^a  

^a HERIOT WATT UNIVERSITY   (United Kingdom)

Author keywords

Equivalent martingale measures; Incomplete market; Option pricing

Indexed keywords

EID: 0033457596     PISSN: 10505164     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (13)

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