Work

Theory of rational option pricing

Year: 2005

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

Parent work: Theory of Valuation

DOI: 10.1142/9789812701022_0008

Author: Robert C. Merton

Institution: Massachusetts Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1503295912

FWCI: 1,150

Cites: 22

Cited by: 7,159

Related to: 10