"A closed-form analytic correction to the Black-Scholes-Merton price for ..."

Ji-Hun Yoon, Jeong-Hoon Kim (2013)

Details and statistics

DOI: 10.1016/J.AML.2013.06.012

access: closed

type: Journal Article

metadata version: 2017-05-26

a service of  Schloss Dagstuhl - Leibniz Center for Informatics