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The Pricing of Short-Lived Options When Price Uncertainty

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  • J. Huston McCulloch

    (Ohio State University)

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  • J. Huston McCulloch, 1978. "The Pricing of Short-Lived Options When Price Uncertainty," Boston College Working Papers in Economics 89, Boston College Department of Economics.
    • Handle: RePEc:boc:bocoec:89
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    Cited by:

    1. Alvaro Cartea & Sam Howison, 2002. "Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing," OFRC Working Papers Series 2002mf04, Oxford Financial Research Centre.
    2. Climent Hernández José Antonio & Venegas Martínez Francisco, 2013. "Valuación de opciones sobre subyacentes con rendimientos a-estables," Contaduría y Administración, Accounting and Management, vol. 58(4), pages 119-150, octubre-d.

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