State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
Work
Year: 2001
Type: article
Source: North American Actuarial Journal
Author Yong Yao
Cites: 55
Cited by: 29
Related to: 10
FWCI: 1.128
Citation percentile (by year/subfield): 82.83
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed