Borland, Lisa (2002) Option Pricing Formulas Based on a Non-Gaussian Stock Price Model. Physical Review Letters, 89 (9). doi:10.1103/physrevlett.89.098701
Reference Type | Journal (article/letter/editorial) | ||
---|---|---|---|
Title | Option Pricing Formulas Based on a Non-Gaussian Stock Price Model | ||
Journal | Physical Review Letters | ||
Authors | Borland, Lisa | Author | |
Year | 2002 (August 7) | Volume | 89 |
Issue | 9 | ||
Publisher | American Physical Society (APS) | ||
DOI | doi:10.1103/physrevlett.89.098701Search in ResearchGate | ||
Generate Citation Formats | |||
Mindat Ref. ID | 10588237 | Long-form Identifier | mindat:1:5:10588237:6 |
GUID | 0 | ||
Full Reference | Borland, Lisa (2002) Option Pricing Formulas Based on a Non-Gaussian Stock Price Model. Physical Review Letters, 89 (9). doi:10.1103/physrevlett.89.098701 | ||
Plain Text | Borland, Lisa (2002) Option Pricing Formulas Based on a Non-Gaussian Stock Price Model. Physical Review Letters, 89 (9). doi:10.1103/physrevlett.89.098701 | ||
In | (2002, August) Physical Review Letters Vol. 89 (9) American Physical Society (APS) |
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