articleTop 10% cited
A pricing method for options based on average asset values
Journal of Banking & Finance · 1990 · Vol. 14(1) · pp. 113–129
A. G. Z. Kemna✉(Erasmus University Rotterdam)A.C.F. Vorst(Erasmus University Rotterdam)
Stochastic processes and financial applicationsCapital Investment and Risk AnalysisFinancial Markets and Investment StrategiesIssuerMaturity (psychological)Asian optionAsset (computer security)BondEconomicsValue (mathematics)Fair valueStochastic gameValuation of options
Citations
640
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13.03
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17
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99%
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References
The valuation of options for alternative stochastic processes
Journal of Financial Economics · 1976 · 3,020 citations
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
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