Pricing of index options under a minimal market model with log-normal scaling
Work
Year: 2003
Type: article
Source: Quantitative Finance
Authors David Heath, Eckhard Platen
Institution University of Technology Sydney
Cites: 33
Cited by: 11
Related to: 10
FWCI: 2.075
Citation percentile (by year/subfield): 68.87
Subfield: Finance
Domain: Social Sciences
Open Access status: closed