Option Pricing in The Approach of Integrating Market Risk Premium: An Application to OTM Options

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	international journal of financial engineering
Publication status	Submitted - May 2024

Cite this

@article{d878a6ef142e4dcabc605109b297fc51,

title = "Option Pricing in The Approach of Integrating Market Risk Premium: An Application to OTM Options",

author = "David Liu",

year = "2024",

month = may,

language = "English",

journal = "international journal of financial engineering",

issn = "2424-7944",

publisher = "World Scientific Publishing Co.",

}