Work

Displaced Diffusion Option Pricing

Year: 1983

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1983.tb03636.x

Author: MARK RUBINSTEIN

Institution: University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2137965449

FWCI: 4.513

Cites: 3

Cited by: 245

Related to: 10