Pricing foreign equity options under lévy processes

Journal of Futures Markets

Volumn 25, Issue 10, 2005, Pages 917-944

  Huang, Shian Chang ^a   Hung, Mao Wei ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25444472881     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.20171     Document Type: Article

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