Work

On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

Year: 1985

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1985.tb04942.x

Authors: CLIFFORD A. BALL, WALTER N. TOROUS

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: W2115865827

FWCI: 14.77

Cites: 20

Cited by: 410

Related to: 10