Work

Option pricing in a lognormal securities market with discrete trading

Year: 1981

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/0304-405x(81)90021-0

Authors: Wayne Y. Lee, Ramesh K.S. Rao, J.F.G. Auchmuty

Institutions: Indiana University Bloomington, Indiana University, The University of Texas at Austin

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1983481909

FWCI: 4.483

Cites: 51

Cited by: 19

Related to: 10