Concepedia

Edward Omberg

EO

Statistics

Publications

5

Citations

981

H-Index

5

Active since

1987

Affiliations

Santa Clara University(Current)

Edward Omberg is an author at Santa Clara University specializing in asset pricing, option pricing, and business.

Top concepts

Publications per year

1987–1998

5

Publications

5

Dynamic Nonmyopic Portfolio Behavior

Ts Kim Tong Suk Kim, Edward Omberg · Review of Financial Studies · 1996 · 695 citations

Dynamic Non-Myopic Portfolio Behavior

Tong Kim, Edward Omberg · SSRN Electronic Journal · 1998 · 148 citations · Full text

A Note on the Convergence of Binomial‐Pricing and Compound‐Option Models

Edward Omberg · The Journal of Finance · 1987 · 65 citations

, , +9

Efficient Discrete Time Jump Process Models in Option Pricing

Edward Omberg · Journal of Financial and Quantitative Analysis · 1988 · 54 citations

, , +10

A Note on the Convergence of Binomial-Pricing and Compound-Option Models

Edward Omberg · The Journal of Finance · 1987 · 19 citations

, , +7

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