Approximate option valuation for arbitrary stochastic processes
| Year of publication: |
1982
|
|---|---|
| Authors: | Jarrow, Robert ; Rudd, Andrew |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 10.1982, 3, p. 347-369
|
| Publisher: |
Elsevier |