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

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