Work

An Extended Set of Risk Neutral Valuation Relationships for the Pricing of Contingent Claims

Year: 1999

Type: article

Source: Review of Derivatives Research

DOI: 10.1023/a:1009670114285

Author: Antonio Camara

Institutions: Oklahoma State University, University of Strathclyde

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1680172276

FWCI: 1.33

Cites: 31

Cited by: 17

Related to: 10