No Armageddon Measure For Arbitrage Free Pricing Of Index Options In A Credit Crisis
Work
Year: 2010
Type: article
Source: Mathematical Finance
Authors Massimo Morini, Damiano Brigo
Institutions Bocconi University, King's College London
Cites: 16
Cited by: 27
Related to: 10
FWCI: 4.089
Citation percentile (by year/subfield): 83.68
Subfield: Finance
Domain: Social Sciences
Open Access status: closed