Work

Approximate option valuation for arbitrary stochastic processes

Year: 1982

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(82)90007-1

Authors: Robert Jarrow, Andrew Rudd

Institution: Cornell University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978032414

FWCI: 3.5

Cites: 19

Cited by: 596

Related to: 10