Option price when the stock is a semimartingale.
Klebaner, Fima
Electronic Communications in Probability [electronic only], Tome 7 (2002), p. 79-83 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
EUDML-ID : urn:eudml:doc:122489 
@article{01873759,
     title = {Option price when the stock is a semimartingale.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {7},
     year = {2002},
     pages = {79-83},
     zbl = {1008.60057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01873759}
}

Klebaner, Fima. Option price when the stock is a semimartingale.. Electronic Communications in Probability [electronic only], Tome 7 (2002) pp. 79-83. http://gdmltest.u-ga.fr/item/01873759/