Higher order asymptotic option valuation for non-Gaussian dependent returns
Work
Year: 2006
Type: article
Authors Kenichiro Tamaki, Masanobu Taniguchi
Institution Waseda University
Cites: 17
Cited by: 7
Related to: 10
FWCI: 0.616
Citation percentile (by year/subfield): 73.5
Subfield: Finance
Domain: Social Sciences
Open Access status: closed