Work

The Finite Moment Log Stable Process and Option Pricing

Year: 2003

Type: article

Source: The Journal of Finance

DOI: 10.1111/1540-6261.00544

Authors: Peter Carr, Liuren Wu

Institutions: Courant Institute of Mathematical Sciences, New York University, Fordham 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: W2744463887

FWCI: 22.85

Cites: 45

Cited by: 507

Related to: 10