A class of options with stochastic lives and an extension of the Black-Scholes formula
type: Item
instance of: scholarly article
title: A class of options with stochastic lives and an extension of the Black-Scholes formula
zbMATH Open document ID: 0924.90018
DOI: 10.1016/0377-2217(95)00280-4
author: L. Peter Jennergren
author: Bertil Näslund
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1252835
zbMATH Keywords: finance
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: 0377-2217(95)00280-4
OpenAlex ID: W2044056526
cites work: Option pricing when underlying stock returns are discontinuous
description: scientific article; zbMATH DE number 1252835