Pricing Foreign Equity Options under Levy Processes

Resource

JOURNAL OF FUTURES MARKETS,25(10),917-944.

Journal

JOURNAL OF FUTURES MARKETS

Journal Volume

25

Journal Issue

10

Pages

917-944

Date Issued

2005-12

Date

2005-12

Author(s)

Huang, S.-C. Hung, M.-W.

URI

Type

journal article