Work

Option prices and pricing theory: combining financial mathematics with statistical modeling

Year: 2011

Type: article

Source: Wiley Interdisciplinary Reviews Computational Statistics

DOI: 10.1002/wics.186

Authors: Ling Chen, Tze Leung Lai, Tiong Wee Lim

Institutions: Goldman Sachs (United States), Stanford University, National University of Singapore

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2170521759

FWCI: 0.593

Cites: 32

Cited by: 2

Related to: 10