Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale

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Subtitle: Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale

Author list: Lungu, Edward

Publisher: Wiley: 24 months

Publication year: 2015

Journal: Mathematical Finance (0960-1627)

Volume number: 5

Issue number: 3

Start page: 286

ISSN: 0960-1627

eISSN: 1467-9965

URL: http://www.scirp.org/journal/paperinformation.aspx?paperid=58462

Languages: English-United States (EN-US)

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