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

Ciência-IUL 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: 33

(Last checked: 2024-07-27 09:36)

Article Impact Index: 0.9

Scopus

Times Cited: 31

(Last checked: 2024-07-25 11:45)

Article Impact Index: 0.8

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