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http://hdl.handle.net/1813/8875
| Title: | Option pricing formulae for speculative prices modelled by subordinated stochastic processes |
| Authors: | Rachev, S. T.
Samorodnitsky, G. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Oct-1991 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 990 |
| Abstract: | This paper to appear in the "Annals of Applied Probability". |
| URI: | http://hdl.handle.net/1813/8875 |
| Appears in Collections: | ORIE Technical Reports
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