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Valuation of options
OpenAlex concept - C194483076
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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