"Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic ..."

Wei Yan (2017)

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DOI: 10.1155/2017/8734235

access: open

type: Journal Article

metadata version: 2020-09-24

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  - electronic edition via DOI (open access)
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  dblp key:
  - journals/complexity/000417
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  - https://dblp.org/rec/journals/complexity/000417
Wei Yan:
Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations. Complex. 2017: 8734235:1-8734235:11 (2017)

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