OpenAlex
Symmetric martingales and symmetric smiles
Work
Year: 2009
Type: article
Source: Stochastic Processes and their Applications
Author Michael R. Tehranchi
Institution University of Cambridge
Cites: 17
Cited by: 30
Related to: 10
FWCI: 2.905
Citation percentile (by year/subfield): 83.21
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: bronze