"Option pricing impact of alternative continuous-time dynamics for ..."

Damiano Brigo, Fabio Mercurio (2000)

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DOI: 10.1007/S007800050009

access: closed

type: Journal Article

metadata version: 2020-07-22

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Damiano Brigo, Fabio Mercurio:
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices. Finance Stochastics 4(2): 147-159 (2000)

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