Work

Pricing options on scenario trees

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2007.03.010

Authors: Nikolas Topaloglou, Hercules Vladimirou, Stavros A. Zenios

Institution: University of Cyprus

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: European Commission

OpenAlex ID: W2054722702

FWCI: 4.331

Cites: 39

Cited by: 21

Related to: 10