OPTION PRICING WITH V. G. MARTINGALE COMPONENTS
Year of publication: |
1991-10
|
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Authors: | Milne, Frank ; Madan, Dilip |
Institutions: | Economics Department, Queen's University |
Subject: | Option | pricing | Variance Gamma | martingale |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in Mathematical Finance, Vol. 1, No. 4 (October 1991), 39-55 Number 1159 17 pages |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
-
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