Closed-form option pricing formulas with extreme events
| Year of publication: |
2008
|
|---|---|
| Authors: | Câmara, António ; Heston, Steven L. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 3, p. 213-230
|