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: 35

(Last checked: 2024-11-20 03:10)

Article Impact Index: 1.0

Scopus

Times Cited: 31

(Last checked: 2024-11-15 17:40)

Article Impact Index: 0.7

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