Work

Bounds on option prices for semimartingale market models

Year: 2001

Type: article

Authors: A. A. Gushchin, Ernesto Mordecki

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W55822956

FWCI: 2.839

Cites: 29

Cited by: 40

Related to: 10