Option price when the stock is a semimartingale.
Electronic Communications in Probability [electronic only] (2002)
- Volume: 7, page 79-83
- ISSN: 1083-589X
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topKlebaner, Fima. "Option price when the stock is a semimartingale.." Electronic Communications in Probability [electronic only] 7 (2002): 79-83. <http://eudml.org/doc/122489>.
@article{Klebaner2002,
author = {Klebaner, Fima},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Black-Scholes formula; Meyer-Tanaka formula; semimartingales},
language = {eng},
pages = {79-83},
publisher = {University of Washington},
title = {Option price when the stock is a semimartingale.},
url = {http://eudml.org/doc/122489},
volume = {7},
year = {2002},
}
TY - JOUR
AU - Klebaner, Fima
TI - Option price when the stock is a semimartingale.
JO - Electronic Communications in Probability [electronic only]
PY - 2002
PB - University of Washington
VL - 7
SP - 79
EP - 83
LA - eng
KW - Black-Scholes formula; Meyer-Tanaka formula; semimartingales
UR - http://eudml.org/doc/122489
ER -
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