Option Pricing with a General Marked Point Process

Jean-Luc Prigent

Post-Print from HAL

Date: 2001-02
References: Add references at CitEc
Citations: View citations in EconPapers (7)

Published in Mathematics of Operations Research, 2001, 26 (1), pp.50-66. ⟨10.1287/moor.26.1.50.10592⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Option pricing with a general marked point process (1997)
Working Paper: Option Pricing with a General Market Point Process (1997)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679678

DOI: 10.1287/moor.26.1.50.10592

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().