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Does the Behaviour of the Asset Tell Us Anything about the Option Price Formula? A Cautionary Tale

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Author Info
Rogers, L C G
Satchell, S E

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Article provided by Taylor and Francis Journals in its journal Applied Financial Economics.

Volume (Year): 10 (2000)
Issue (Month): 1 (February)
Pages: 37-39
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Handle: RePEc:taf:apfiec:v:10:y:2000:i:1:p:37-39

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  1. Max Stevenson, 2001. "Filtering and Forecasting Spot Electricity Prices in the Increasingly Deregulated Australian Electricity Market," Research Paper Series 63, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Damiano Brigo & Fabio Mercurio, 2008. "Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option Pricing," Quantitative Finance Papers 0812.4010, arXiv.org. [Downloadable!]
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This page was last updated on 2009-12-5.

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