Pricing contingent claims on stocks driven by levy processes

Terence Chan

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)504-528
Number of pages25
JournalAnnals of Applied Probability
Volume9 No 2
Publication statusPublished - 1999

Cite this

@article{f5362d936b484e91bd4001d4ec133a9e,
title = "Pricing contingent claims on stocks driven by levy processes",
author = "Terence Chan",
year = "1999",
language = "English",
volume = "9 No 2",
pages = "504--528",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",

}

Pricing contingent claims on stocks driven by levy processes. / Chan, Terence.

In: Annals of Applied Probability, Vol. 9 No 2, 1999, p. 504-528.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Pricing contingent claims on stocks driven by levy processes

AU - Chan, Terence

PY - 1999

Y1 - 1999

M3 - Article

VL - 9 No 2

SP - 504

EP - 528

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

ER -