Risk Adjustments of Option Prices under Time-changed Dynamics

Elisa Nicolato, David Sloth Pedersen

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

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@article{ee2b7957e0fa4c6fbf00e086000fdb28,

title = "Risk Adjustments of Option Prices under Time-changed Dynamics",

author = "Elisa Nicolato and Pedersen, {David Sloth}",

year = "2014",

doi = "10.1080/14697688.2013.825049",

language = "English",

volume = "14",

pages = "125--141",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

number = "1",

}