Valuation of options

Field
Subfield
Domain
OpenAlex	C194483076

Smeal faculty

• Jingzhi Huang - score 1.1
• Charles Cao - score 0.7
• Joel M. Vanden - score 0.5

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2709
• The valuation of American barrier options using the decomposition technique (2000) - cites 102
• PRICING AND HEDGING AMERICAN OPTIONS: A RECURSIVE INTEGRATION METHOD (1999) - cites 88
• Option Coskewness and Capital Asset Pricing (2006) - cites 69