Option pricing generators

Article Properties
Cite
Carr, Peter, and Umberto Cherubini. “Option Pricing Generators”. Frontiers of Mathematical Finance, vol. 2, no. 2, 2023, pp. 150-69, https://doi.org/10.3934/fmf.2023012.
Carr, P., & Cherubini, U. (2023). Option pricing generators. Frontiers of Mathematical Finance, 2(2), 150-169. https://doi.org/10.3934/fmf.2023012
Carr, Peter, and Umberto Cherubini. “Option Pricing Generators”. Frontiers of Mathematical Finance 2, no. 2 (2023): 150-69. https://doi.org/10.3934/fmf.2023012.
Carr P, Cherubini U. Option pricing generators. Frontiers of Mathematical Finance. 2023;2(2):150-69.
Citations
Title Journal Journal Categories Citations Publication Date
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims

 Royal Society Open Science
  • Science
  • Science: Science (General)
 2024
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims SSRN Electronic Journal 2022
Citations Analysis
Category Category Repetition
Science1
Science: Science (General)1
The category Science 1 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims and was published in 2022. The most recent citation comes from a 2024 study titled A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. This article reached its peak citation in 2024, with 1 citations. It has been cited in 2 different journals, 50% of which are open access. Among related journals, the Royal Society Open Science cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year