Work

Non-Affine Option Pricing

Year: 2004

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2004.391032

Author: Kyriakos Chourdakis

Institution: Queen Mary University of London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2087401740

FWCI: 0.579

Cites: 34

Cited by: 25

Related to: 10