Toggle navigation
Home
Publications
Publications
Authors
Institutions
Journals
Rankings
Authors
Institutions
Journals
About
FAQ
Links
Contacts
PT
Sign in
Article
Title:
Closed-Form Option Pricing Formulas with Extreme Events
Authors:
Antonio Camara
(
Oklahoma State U
)
Steven Heston
(
U Maryland
)
Journal:
Journal of Futures Markets
Year:
2008
Volume:
28
Pages:
213-230
JEL code:
G13 - Contingent Pricing; Futures Pricing
Back