Work

Pricing Parisan Options

Year: 1999

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1999.319120

Authors: Richard J. Haber, Phillip J. Schönbucher, Paul Wilmott

Institutions: University of Oxford, University of Bonn, London School of Economics and Political Science, Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2016090747

FWCI: 2.064

Cites: 2

Cited by: 69

Related to: 10