Work

On the Numerical Evaluation of Option Prices in Jump Diffusion Processes

Year: 2007

Type: article

Source: European Journal of Finance

DOI: 10.1080/13518470701201512

Authors: Peter Carr, Anita Mayo

Institutions: Bloomberg (United States), Baruch College

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2014393474

FWCI: 1.766

Cites: 20

Cited by: 47

Related to: 10