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An Actuarial Theory of Option Pricing
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- Journal:
- British Actuarial Journal / Volume 3 / Issue 2 / 01 June 1997
- Published online by Cambridge University Press:
- 10 June 2011, pp. 321-409
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On the structure of proper Black-Scholes formulae
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- Journal:
- Journal of Applied Probability / Volume 38 / Issue A / 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 243-248
- Print publication:
- 2001
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Martingale Approach to Pricing Perpetual American Options
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 2 / November 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 195-220
- Print publication:
- November 1994
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