Pricing of index options under a minimal market model with log-normal scaling

Quantitative Finance

Volumn 3, Issue 6, 2003, Pages 442-450

  Heath, David ^a   Platen, Eckhard ^a  

^a UNIVERSITY OF TECHNOLOGY SYDNEY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0348222510     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/6/303     Document Type: Article

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