J. Donal Wales

affiliation not provided to SSRN

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The Pricing of Index Options When the Underlying Assets All Follow a Lognormal Diffusion

ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
Posted: 18 Jul 2001
Robert Brooks, Jon Corson and J. Donal Wales
University of Alabama - Department of Economics, Finance and Legal Studies, University of Alabama - Department of Mathematics and affiliation not provided to SSRN

Abstract: