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.

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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

  • SUN Youfa1, YAO Yuhang1, QIU Zijie1, LIU Caiyan2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(12): 3247-3264 https://doi.org/10.12011/SETP2021-1685

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