Pricing American Options under the Constant Elasticity of Variance Model and Subject to Bankruptcy

Ciência_Iscte Publications Publication Detailed Description

Scientific journal paper Q1

João Nunes (Nunes, J.);

Journal Title

Journal of Financial and Quantitative Analysis

Year (definitive publication)

2009

Language

English

Country

United States of America

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Web of Science®

Times Cited: 42

(Last checked: 2025-12-11 05:27)

Article Impact Index: 1.1

Scopus

Times Cited: 33

(Last checked: 2025-12-02 19:34)

Article Impact Index: 0.7

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