Work

Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis

Year: 1978

Type: article

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2330152

Authors: Michael J. Brennan, Eduardo S. Schwartz

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2139327166

FWCI: 2.637

Cites: 12

Cited by: 413

Related to: 10