Step Options

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Abstract
Cite
Linetsky, Vadim. “Step Options”. Mathematical Finance, vol. 9, no. 1, 1999, pp. 55-96, https://doi.org/10.1111/1467-9965.00063.
Linetsky, V. (1999). Step Options. Mathematical Finance, 9(1), 55-96. https://doi.org/10.1111/1467-9965.00063
Linetsky, Vadim. “Step Options”. Mathematical Finance 9, no. 1 (1999): 55-96. https://doi.org/10.1111/1467-9965.00063.
Linetsky V. Step Options. Mathematical Finance. 1999;9(1):55-96.
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Citations Analysis
Category Category Repetition
Science: Mathematics35
Social Sciences: Economic theory. Demography: Economics as a science19
Social Sciences: Commerce: Business18
Social Sciences: Finance17
Social Sciences: Statistics11
Technology: Manufactures: Production management. Operations management10
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods9
Science: Mathematics: Probabilities. Mathematical statistics9
Technology: Engineering (General). Civil engineering (General)8
Science: Physics4
Social Sciences: Commerce: Business: Personnel management. Employment management3
Social Sciences: Industries. Land use. Labor: Management. Industrial management2
Technology: Technology (General): Industrial engineering. Management engineering2
Science: Chemistry: Physical and theoretical chemistry2
Science: Physics: Optics. Light1
Science: Physics: Atomic physics. Constitution and properties of matter1
Science: Physics: Electricity and magnetism: Electricity: Plasma physics. Ionized gases1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Science: Science (General)1
The category Science: Mathematics 35 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Path Dependent Option Pricing: The Path Integral Partial Averaging Method and was published in 2000. The most recent citation comes from a 2024 study titled Occupation time of a system of Brownian particles on the line with steplike initial condition. This article reached its peak citation in 2019, with 5 citations. It has been cited in 37 different journals, 2% of which are open access. Among related journals, the SSRN Electronic Journal cited this research the most, with 8 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year