Work

A chaos expansion approach for the pricing of contingent claims

Year: 2015

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/jcf.2015.299

Authors: Hideharu Funahashi, Masaaki Kijima

Institutions: Mizuho (Japan), Kyoto University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2362398183

FWCI: 7.658

Cites:

Cited by: 22

Related to: 10