Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale

Edward Lungu, Offen Elias Rabson

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	286-303
Journal	Journal of Mathematical Finance
Volume	5
Issue number	3
DOIs	https://doi.org/10.4236/jmf.2015.53025
Publication status	Published - 2015

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@article{c5e3adda16da41c399f58b0de5201406,

title = "Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale",

author = "Edward Lungu and {Elias Rabson}, Offen",

year = "2015",

doi = "10.4236/jmf.2015.53025",

language = "English",

volume = "5",

pages = "286--303",

journal = "Journal of Mathematical Finance",

number = "3",

}