Work

Option pricing for generalized distributions

Year: 1991

Type: article

Source: Communication in Statistics- Theory and Methods

DOI: 10.1080/03610929108830756

Authors: James B. McDonald, Richard M. Bookstaber

Institutions: Brigham Young University, Morgan Stanley (United States)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Brigham Young University

OpenAlex ID: W2054215596

FWCI: 0.886

Cites: 24

Cited by: 34

Related to: 10