Work

The saga of the American put

Year: 2005

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2005.02.001

Author: Giovanni Barone-Adesi

Institution: Università della Svizzera italiana

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2018904487

FWCI: 6.831

Cites: 33

Cited by: 71

Related to: 10