RI | Publications | Approximate Option Pricing

Text only version of this site

Approximate Option Pricing
P. Chalasani, S. Jha, and I. Saias
Algorithmica, Vol. 25, No. 1, January, 1999, pp. 2 - 21.

Jump to: Download | Text Reference | BibTeX Reference

Download [Help]

Adobe portable document format (pdf) [183 KB]
Compressed postscript (ps.gz) [66 KB]

Copyright notice: This material is presented to ensure timely dissemination of scholarly and technical work. Copyright and all rights therein are retained by authors or by other copyright holders. All persons copying this information are expected to adhere to the terms and constraints invoked by each author's copyright. These works may not be reposted without the explicit permission of the copyright holder.

Text Reference

P. Chalasani, S. Jha, and I. Saias, "Approximate Option Pricing," Algorithmica, Vol. 25, No. 1, January, 1999, pp. 2 - 21.

BibTeX Reference

@article{Chalasani_1999_2778,
   author = "Prasad Chalasani and Somesh Jha and I. Saias",
   title = "Approximate Option Pricing",
   journal = "Algorithmica",
   month = "January",
   year = "1999",
   volume = "25",
   number = "1",
   pages = "2 - 21"
}