Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale

Edward Lungu, Offen Elias Rabson

    Research output: Contribution to journalArticle

    Original languageEnglish
    Pages (from-to)286-303
    JournalJournal of Mathematical Finance
    Volume5
    Issue number3
    DOIs
    Publication statusPublished - 2015

    Cite this

    @article{c5e3adda16da41c399f58b0de5201406,
    title = "Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale",
    author = "Edward Lungu and {Elias Rabson}, Offen",
    year = "2015",
    doi = "10.4236/jmf.2015.53025",
    language = "English",
    volume = "5",
    pages = "286--303",
    journal = "Journal of Mathematical Finance",
    number = "3",

    }

    Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale. / Lungu, Edward; Elias Rabson, Offen.

    In: Journal of Mathematical Finance, Vol. 5, No. 3, 2015, p. 286-303.

    Research output: Contribution to journalArticle

    TY - JOUR

    T1 - Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale

    AU - Lungu, Edward

    AU - Elias Rabson, Offen

    PY - 2015

    Y1 - 2015

    U2 - 10.4236/jmf.2015.53025

    DO - 10.4236/jmf.2015.53025

    M3 - Article

    VL - 5

    SP - 286

    EP - 303

    JO - Journal of Mathematical Finance

    JF - Journal of Mathematical Finance

    IS - 3

    ER -