On a Heath–Jarrow–Morton approach for stock options

Publication: Scientific journal › Journal article › peer-review

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@article{7f3b576025ee4de18230274810a9e338,

title = "On a Heath–Jarrow–Morton approach for stock options",

author = "Jan Kallsen and Paul Eisenberg",

year = "2015",

doi = "10.1007/s00780-015-0263-1",

language = "English",

volume = "19",

pages = "583 -- 615",

journal = "Finance and Stochastics",

issn = "0949-2984",

publisher = "Springer Verlag",

}