A simple European option pricing formula with a skew Brownian motion – ERRATUM

Puneet Pasricha; Xin-Jiang He

doi:10.1017/S0269964823000050

A simple European option pricing formula with a skew Brownian motion – ERRATUM

Published online by Cambridge University Press: 16 February 2023

Puneet Pasricha and

Xin-Jiang He

Article contents

Abstract
References

Rights & Permissions

Abstract

An abstract is not available for this content. As you have access to this content, full HTML content is provided on this page. A PDF of this content is also available in through the ‘Save PDF’ action button.

Information

Type: Erratum
Information: Probability in the Engineering and Informational Sciences , Volume 38 , Issue 1 , January 2024 , pp. 226

DOI: https://doi.org/10.1017/S0269964823000050 [Opens in a new window]
Creative Commons: This is an Open Access article, distributed under the terms of the Creative Commons Attribution licence (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted re-use, distribution, and reproduction in any medium, provided the original work is properly cited.
Copyright: Copyright © The Author(s), 2023. Published by Cambridge University Press

The publisher apologises that upon publication of the article, the corresponding author was not marked up. The corresponding author should have been listed as Xin-Jiang He, E-mail: xinjiang@zjut.edu.cn

The original article has been updated

References

Pasricha, P. & He, X. (2022). A simple European option pricing formula with a skew Brownian motion. Probability in the Engineering and Informational Sciences, 1–6. doi:10.1017/S0269964822000407Google Scholar