A theory of non-Gaussian option pricing
Author:
Lisa Borland a
| Affiliation: | a Evnine and Associates, Inc., San Francisco, CA 94104, USA |
DOI:
10.1080/14697680701789552
Publication Frequency:
8 issues per year
Formats available:
HTML
(English)
:
PDF
(English)
View Article:
View Article (PDF)
View Article (HTML)
Abstract
Quantitative Finance, Vol. 2, No. 6, December 2002, 415-431
|
| view references (5) |

Download Citation

CiteULike
Del.icio.us
BibSonomy
Connotea