Behavioral option pricing method based on perturbation in the local structure of characteristic function

SUN Youfa, YAO Yuhang, QIU Zijie, LIU Caiyan

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (12) : 3247-3264.

PDF(30562 KB)
中国科学院数学与系统科学研究院期刊网
PDF(30562 KB)
Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (12) : 3247-3264. DOI: 10.12011/SETP2021-1685

Behavioral option pricing method based on perturbation in the local structure of characteristic function

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(12): 3247-3264 https://doi.org/10.12011/SETP2021-1685

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(30562 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉