Option price when the stock is a semimartingale

Research output: Contribution to journal › Article › Research › peer-review

Original language	English
Pages (from-to)	79 - 83
Number of pages	5
Journal	Electronic Communications in Probability
Volume	7
Issue number	1
Publication status	Published - 2002

Cite this

@article{2deffb2e971a40e09e3eb2be03cfe6fe,

title = "Option price when the stock is a semimartingale",

author = "Klebaner, {Fima C}",

year = "2002",

language = "English",

volume = "7",

pages = "79 -- 83",

journal = "Electronic Communications in Probability",

issn = "1083-589X",

publisher = "Institute of Mathematical Statistics",

number = "1",

}