A Class of European Option Pricing Models under Non-smoothness Conditions

MA Yansheng

Acta Mathematicae Applicatae Sinica ›› 2010, Vol. 33 ›› Issue (6) : 1011-1018.

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Acta Mathematicae Applicatae Sinica ›› 2010, Vol. 33 ›› Issue (6) : 1011-1018. DOI: 10.12387/C2010114
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A Class of European Option Pricing Models under Non-smoothness Conditions

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2010, 33(6): 1011-1018 https://doi.org/10.12387/C2010114

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