Analytic Approximation of Finite-Maturity Timer Option Prices
Version of Record online: 19 FEB 2014
© 2014 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 35, Issue 3, pages 245–273, March 2015
How to Cite
Li, M. and Mercurio, F. (2015), Analytic Approximation of Finite-Maturity Timer Option Prices. J. Fut. Mark., 35: 245–273. doi: 10.1002/fut.21659
- Issue online: 23 JAN 2015
- Version of Record online: 19 FEB 2014
- Manuscript Accepted: 1 JAN 2014
- Manuscript Received: 1 DEC 2013
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