On a new approach to calculating expectations for option pricing Journal Articles Refereed uri icon

Overview

Published in

  • Journal of Applied Probability

Time

Date/time value

  • 2002

Identity

Digital Object Identifier (DOI)

  • 10.1239/jap/1037816027

Additional Document Info

Parent Title

  • JOURNAL OF APPLIED PROBABILITY

Volume

  • 39

Issue

  • 4

Publisher

  • Applied Probability Trust