Work

A Simplified Approach to Approximate Diffusion Processes Widely Used in Finance

Year: 2010

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.2010.17.3.065

Authors: Massimo Costabile, Ivar Massabó

Institution: University of Calabria

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2167580198

FWCI: 2.786

Cites: 13

Cited by: 22

Related to: 10