·Paper Publications
Value Function Regularity in Option Pricing Problems under a Pure Jump Model
Release time:2019-12-28 Hits:
Indexed by: Journal paper
First Author: Junjun Kang
Correspondence Author: Yanbin Tang
Journal: Appl. Math. Optim.
Included Journals: SCI
Discipline: Science
First-Level Discipline: Mathematics
Document Type: J
Volume: 76
Issue: 2
Page Number: 303-321
Date of Publication: 2017-01-01
Links to published journals: https://doi.org/10.1007/s00245-016-9350-8