Work

A theory of non-Gaussian option pricing

Year: 2002

Type: article

Source: Quantitative Finance

DOI: 10.1088/1469-7688/2/6/301

Author: Lisa Borland

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1797362001

FWCI: 4.38

Cites: 17

Cited by: 67

Related to: 10