Implications of parameter uncertainty on option prices.
Lindström, Erik
Journal of Applied Mathematics and Decision Sciences, Tome 2010 (2010), / Harvested from The Electronic Library of Mathematics
Publié le : 2010-01-01
DOI : https://doi.org/10.1155/2010/598103
EUDML-ID : urn:eudml:doc:227044
@article{05793294,
     title = {Implications of parameter uncertainty on option prices.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2010},
     year = {2010},
     doi = {10.1155/2010/598103},
     zbl = {1195.91161},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05793294}
}
Lindström, Erik. Implications of parameter uncertainty on option prices.. Journal of Applied Mathematics and Decision Sciences, Tome 2010 (2010) . doi : 10.1155/2010/598103. http://gdmltest.u-ga.fr/item/05793294/