Option pricing impact of alternative continuous time dynamics for discretely observed stock prices

F Mercurio, D Brigo

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

Research programs

@article{95d709b2d7114f92a3601b7d5d258493,

title = "Option pricing impact of alternative continuous time dynamics for discretely observed stock prices",

author = "F Mercurio and D Brigo",

year = "2000",

language = "Undefined/Unknown",

volume = "4",

pages = "147--160",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer-Verlag",

number = "2",

}