Work

Valuing step barrier options and their icicled variations

Year: 2018

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2018.09.001

Authors: Hangsuck Lee, Bangwon Ko, Seongjoo Song

Institutions: Sungkyunkwan University, Soongsil University, Korea University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Research Foundation of Korea, Ministry of Education, Science and Technology

Award: G6297894184

OpenAlex ID: W2897302181

FWCI: 1.323

Cites: 22

Cited by: 20

Related to: 10