검색결과 : 2건
| No. | Article |
|---|---|
| 1 |
Value Function Regularity in Option Pricing Problems Under a Pure Jump Model Kang JJ, Tang YB Applied Mathematics and Optimization, 76(2), 303, 2017 |
| 2 |
RISK MINIMIZING OPTION PRICING IN A SEMI-MARKOV MODULATED MARKET Ghosh MK, Goswami A SIAM Journal on Control and Optimization, 48(3), 1519, 2009 |