An Empirical Study of Option Prices under the Hybrid Brownian Motion Model

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.net/journal/jmf
E-mail: [email protected]

Citations

"An Empirical Study of Option Prices under the Hybrid Brownian Motion Model"
written by Hideki Iwaki, Lei Luo,
published by Journal of Mathematical Finance, Vol.3 No.2, 2013

has been cited by the following article(s):

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[3]	Portfolio risk measures and option pricing under a Hybrid Brownian motion model
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