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Contribution Details

Type Book Chapter
Scope Discipline-based scholarship
Title State space symmetry and two-factor option pricing models
Organization Unit
Authors
  • Marc Chesney
  • Rajna Gibson
Editors
  • Phelim P Boyle
  • Frances A Longstaff
  • Peter Ritchken
  • Don M Chance
  • Robert R Trippi
Item Subtype Original Work
Refereed No
Status Published in final form
Language
  • English
Booktitle Advances in Futures and Options Research
Series Name Advances in Futures and Options Research
ISBN 9781559388528
ISSN 1048-1559
Number 8
Place of Publication N/A
Publisher J A I Press Inc.
Page Range 85 - 112
Date 1995
Other Identification Number merlin-id:13234
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