Work

Jump Diffusion Option Valuation in Discrete Time

Year: 1993

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1993.tb05130.x

Author: KAUSHIK I. AMIN

Institution: University of Michigan

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2112889352

FWCI: 2.255

Cites: 24

Cited by: 313

Related to: 10