Option valuation with co-integrated asset prices
| Year of publication: |
2004
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Pliska, Stanley R. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 28.2004, 4, p. 727-754
|