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Pricing of index options under a minimal market model with log-normal scaling
Authors:
David Heath a;
Eckhard Platen a
| Affiliation: | a School of Finance and Economics, Department of Mathematical Sciences, University of Technology Sydney, Broadway, NSW, Australia |
DOI:
10.1088/1469-7688/3/6/303
Publication Frequency:
8 issues per year
Formats available:
PDF
(English)
