Work

Nonlinearities and chaotic effects in options prices

Year: 1989

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990090604

Author: Robert Savit

Institution: University of Michigan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1971484637

FWCI: 2.295

Cites: 8

Cited by: 38

Related to: 10