Author:
Chen Wenting,Xu Xiang,Zhu Song-Ping
Subject
Applied Mathematics,Computational Mathematics,Numerical Analysis
Reference28 articles.
1. Numerical Integration;Armitage,1998
2. Critical stock price near expiration;Barles;Math. Finance,1995
3. The finite moment log stable process and option pricing;Carr;J. Finance,2003
4. Dynamic hedging of financial instruments when the underlying follows a non-Gaussian process;Cartea,2005
5. Fractional diffusion models of option prices in markets with jumps;Cartea;Physica A,2005
Cited by
40 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献