Option pricing under a Gamma-modulated diffusion process
Work
Year: 2011
Type: article
Source: Annals of Finance
Institutions Pontificia Universidad Católica de Chile, University of Chile, Valparaiso University, Purdue University West Lafayette
Cites: 37
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 48.51
Subfield: Finance
Domain: Social Sciences
Open Access status: closed