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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of mathematical finance"
~subject:"Martingale"
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Search: subject_exact:"Black-Scholes option pricing model"
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Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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Pricing a European option in a black-scholes quanto market when stock price is a semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
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