Work

Valuing moving barrier options

Year: 1997

Type: article

Source: The Journal of Computational Finance

DOI: 10.21314/cf.1997.003

Authors: L Rogers, O Zane

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2469039019

FWCI: 1.577

Cites: 7

Cited by: 56

Related to: 10