The approximate option pricing model: performances and dynamic properties
| Year of publication: |
2001
|
|---|---|
| Authors: | Capelle-Blancard, Gunther ; Jurczenko, Emmanuel ; Maillet, Bertrand |
| Published in: |
Journal of Multinational Financial Management. - Elsevier, ISSN 1042-444X. - Vol. 11.2001, 4-5, p. 427-443
|
| Publisher: |
Elsevier |