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Book Chapter

Option Pricing for Co-Integrated Assets

  • Duan J
  • Pliska S
Springer Berlin Heidelberg, (2002), 85-99
DOI: 10.1007/978-3-662-04790-3_5
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Duan, J.-C., & Pliska, S. R. (2002). Option Pricing for Co-Integrated Assets. In Advances in Finance and Stochastics (pp. 85–99). Springer Berlin Heidelberg. https://doi.org/10.1007/978-3-662-04790-3_5

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