Alternative methods to derive option pricing models: review and comparison
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s11156-015-0505-5.pdf
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3. Amin KI, Ng VK (1993) Option valuation with systematic stochastic volatility. J Finance 48(3):881–910
4. Ash RB, Doleans-Dade C (1999) Probability and measure theory, 2nd edn. Academic Press, London
5. Bailey W, Stulz RM (1989) The pricing of stock index options in a general equilibrium model. J Financ Quant Anal 24(01):1–12
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