Exchange options when one underlying price can jump

Journal article

Peer reviewed

Exchange options when one underlying price can jump

François Quittard-Pinon and Rivo Randrianarivony

Finance, Vol.31(3), pp.33-53P.

01/09/2010

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Title: Exchange options when one underlying price can jump
Creators: François Quittard-Pinon (Author)
Rivo Randrianarivony (Author)
Publication Details: Finance, Vol.31(3), pp.33-53P.
Format: 33-53P.
Identifiers: 9917890809453
Academic Unit: emlyon business school
Language: French
Resource Type: Journal article
Local Fields: 82940