Work

Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage‐Free Relations, and Optimal Investments

Year: 2024

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.22549

Authors: José Carlos Dias, João Pedro Vidal Nunes, Fernando Correia da Silva

Institutions: Iscte – Instituto Universitário de Lisboa, Unidade de Investigação em Desenvolvimento Empresarial

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402051487

FWCI: 0.724

Cites: 21

Cited by: 2

Related to: 10