Alternative Methods to Derive Option Pricing Models
Author:
Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4939-9429-8_21
Reference64 articles.
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3. Amin, K. I., & Ng, V. K. (1993). Option valuation with systematic stochastic volatility. The Journal of Finance, 48(3), 881–910.
4. Ash, R. B., & Doleans-Dade, C. (1999). Probability and measure theory (2nd ed.). Academic Press.
5. Bailey, W., & Stulz, R. M. (1989). The pricing of stock index options in a general equilibrium model. Journal of Financial and Quantitative Analysis, 24(01), 1–12.
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