Open AccessPricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale
Author(s) -
Elias R. Offen,
Edward M. Lungu
Publication year - 2015
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2015.53025
Subject(s) - semimartingale , economics , financial economics , valuation of options , bond , black–scholes model , call option , liberian dollar , bond valuation , volatility (finance) , finance , mathematics
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