Bessel Processes Stochastic Volatility And Timer Options
Work
Year: 2013
Type: article
Source: Mathematical Finance
Author Chenxu Li
Institution Peking University
Cites: 60
Cited by: 30
Related to: 10
FWCI: 3.292
Citation percentile (by year/subfield): 92.08
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: closed