OpenAlex
Two-State Volatility Transition Pricing and Hedging of TXO Options
Work
Year: 2010
Type: article
Source: Computational Economics
Authors EnDer Su, Feng-Jeng Lin
Institution National Kaohsiung First University of Science and Technology
Cites: 55
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 48.95
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed