Work

Martingale option pricing

Year: 2007

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2007.02.038

Authors: J.L. McCauley, G.H. Gunaratne, K.E. Bassler

Institutions: Ollscoil na Gaillimhe – University of Galway, University of Houston, National Institute of Fundamental Studies

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Science Foundation, Texas Center for Superconductivity, University of Houston, Division of Materials Research, Air Force Research Laboratory

Awards: Self-Organized Dynamics of Superconducting Flux, Invariant Characteristics of Networks and Patterns and Their Applications

OpenAlex ID: W1583312938

FWCI: 5.323

Cites: 8

Cited by: 26

Related to: 10