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A Closed-form Pricing Solution for Options on Assets with Pricing Errors

Year: 2021

Type: article

Source: The Journal of Financial Research

DOI: 10.1111/jfir.12473

Author: Louis R. Piccotti

Institution: Oklahoma State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4411349174

FWCI: 0.203

Cites: 70

Cited by: 1

Related to: 10