%0 Journal Article %1 Duan2004 %A Duan, Jin-Chuan %A Pliska, Stanley R. %D 2004 %J Journal of Economic Dynamics and Control %K Co-integration %N 4 %P 727--754 %T Option valuation with co-integrated asset prices %U http://www.sciencedirect.com/science/article/B6V85-486G8DM-4/1/d938ef626af67f00d7d63625a8d14d76 %V 28

@article{Duan2004, added-at = {2008-04-22T15:17:45.000+0200}, author = {Duan, Jin-Chuan and Pliska, Stanley R.}, biburl = {https://www.bibsonomy.org/bibtex/2b1b50ef81313ea37eefead8ef224dfae/smicha}, interhash = {bc71fd5eef7aa3ac81eb0f7d9c30ed04}, intrahash = {b1b50ef81313ea37eefead8ef224dfae}, journal = {Journal of Economic Dynamics and Control}, keywords = {Co-integration}, month = Jan, number = 4, pages = {727--754}, timestamp = {2008-04-22T15:23:50.000+0200}, title = {Option valuation with co-integrated asset prices}, url = {http://www.sciencedirect.com/science/article/B6V85-486G8DM-4/1/d938ef626af67f00d7d63625a8d14d76}, volume = 28, year = 2004 }