Table of Contents
Advances in Decision Sciences
Volume 2010, Article ID 598103, 15 pages
http://dx.doi.org/10.1155/2010/598103
Research Article

Implications of Parameter Uncertainty on Option Prices

Division of Mathematical Statistic, Centre for Mathematical Sciences, Lund University, P.O. Box 118, 22100 Lund, Sweden

Received 7 September 2009; Accepted 13 February 2010

Academic Editor: Henry Schellhorn

Copyright © 2010 Erik Lindström. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Erik Lindström, “Implications of Parameter Uncertainty on Option Prices,” Advances in Decision Sciences, vol. 2010, Article ID 598103, 15 pages, 2010. https://doi.org/10.1155/2010/598103.