Work

A Numerical Analysis of the Extended Black–scholes Model

Year: 2006

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024906003469

Authors: SERGIO ALBEVERIO, ALEX POPOVICI, VICTORIA STEBLOVSKAYA

Institutions: University of Bonn, Bentley University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Alexander von Humboldt-Stiftung, Studienstiftung des Deutschen Volkes

OpenAlex ID: W2028736304

FWCI: 2.207

Cites: 16

Cited by: 7

Related to: 10