We are grateful to the anonymous referee, Kyu-Hyun Son, and the editor, Robert Webb, for valuable and detailed comments on this study. All errors are our responsibility.
Pricing basket and Asian options under the jump-diffusion process†
Version of Record online: 25 JAN 2011
© 2011 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 31, Issue 9, pages 830–854, September 2011
How to Cite
Bae, K., Kang, J. and Kim, H.-S. (2011), Pricing basket and Asian options under the jump-diffusion process. J. Fut. Mark., 31: 830–854. doi: 10.1002/fut.20508
- Issue online: 1 JUL 2011
- Version of Record online: 25 JAN 2011
- Manuscript Accepted: NOV 2010
- Manuscript Received: APR 2010
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!