Work

Option pricing in continuous time

Year: 1996

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/978-1-4899-7116-6_7

Authors: Bernard Dumas, Blaise Allaz

Institution: HEC Paris

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W41498980

FWCI:

Cites: 36

Cited by:

Related to: 10