Approximate option valuation for arbitrary stochastic processes

Robert Jarrow () and Andrew Rudd

Journal of Financial Economics, 1982, vol. 10, issue 3, 347-369

Date: 1982
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Chapter: APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC PROCESSES (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:10:y:1982:i:3:p:347-369

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