Option pricing impact of alternative continuous time dynamics for discretely observed stock prices

Research output: Contribution to journal › Article › peer-review

Cite this

@article{0d4acc6f9b1c4e9b8b999876720b0258,

title = "Option pricing impact of alternative continuous time dynamics for discretely observed stock prices",

author = "Damiano Brigo and F Mercurio",

year = "2000",

language = "English",

volume = "4",

pages = "147 -- 160",

journal = "Finance and Stochastics",

issn = "1432-1122",

publisher = "Springer",

}