Work

Option pricing and linear complementarity

Year: 1998

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.1998.018

Authors: Jacqueline Huang, Jong-Shi Pang

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1831889808

FWCI: 2.963

Cites:

Cited by: 95

Related to: 10