Work

On the pricing of American options

Year: 1988

Type: article

Source: Applied Mathematics & Optimization

DOI: 10.1007/bf01448358

Author: Ioannis Karatzas

Institutions: University of North Carolina at Chapel Hill, Columbia University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2103759071

FWCI: 6.184

Cites: 21

Cited by: 377

Related to: 9