• Title of article

    Stability of option prices under uniform ellipticity

  • Author/Authors

    Gregory Gagnon، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2002
  • Pages
    5
  • From page
    361
  • To page
    365
  • Keywords
    European call option , Randomly perturbed dynamical system
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2002
  • Journal title
    Statistics and Probability Letters
  • Record number

    139930