Maximizing return model for option pricing in the incomplete market

LI Ying-hua, LI Xing-si

Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (12) : 2281-2286.

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PDF(447 KB)
Systems Engineering - Theory & Practice ›› 2011, Vol. 31 ›› Issue (12) : 2281-2286. DOI: 10.12011/1000-6788(2011)12-2281

Maximizing return model for option pricing in the incomplete market

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