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Pricing Options with Extendible Maturities: Analysis and Applications

Year: 1990

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1990.tb05113.x

Author: FRANCIS A. LONGSTAFF

Institution: The Ohio State 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: W1985544375

FWCI: 3.685

Cites: 25

Cited by: 100

Related to: 10