Article
- Title:
- A Generalization of the Brennan-Rubinstein Approach for the Pricing of Derivatives
- Author:
-
Antonio Camara
(U Strathclyde)
- Journal:
-
Journal of Finance
- Year:
- 2003
- Volume:
- 58
- Pages:
- 805-819
- JEL code:
-
G13 - Contingent Pricing; Futures Pricing
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