Work

Bounds on contingent claims based on several assets

Year: 1997

Type: article

Source: Journal of Financial Economics

DOI: 10.1016/s0304-405x(97)00035-4

Authors: P BOYLE, X LIN

Institutions: University of Waterloo, University of Iowa

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Natural Sciences and Engineering Research Council of Canada

OpenAlex ID: W2085737469

FWCI: 2.432

Cites: 18

Cited by: 65

Related to: 10