Work

An Alternative Valuation Model for Contingent Claims

Year: 1996

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.40861

Authors: Zhiwu Chen, Gurdip S. Bakshi

Institutions: University of Hong Kong, Temple University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2033576256

Cites: 58

Cited by: 36

Related to: 10