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"Option pricing under time interval driven model."

Zhidong Guo, Xianhong Wang, Yunliang Zhang (2023)

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DOI: 10.1080/03610918.2021.1887226

access: closed

type: Journal Article

metadata version: 2023-05-22

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  - https://dblp.org/rec/journals/cssc/GuoWZ23
Zhidong Guo, Xianhong Wang, Yunliang Zhang:
Option pricing under time interval driven model. Commun. Stat. Simul. Comput. 52(4): 1538-1545 (2023)

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