A Black-Scholes Formula for Option Pricing with Dividends andOptimal Investment Problems under Partical Information

Wu Zhen;Wang Guangchen

Journal of Systems Science and Mathematical Sciences ›› 2007, Vol. 27 ›› Issue (5) : 676-683.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2007, Vol. 27 ›› Issue (5) : 676-683. DOI: 10.12341/jssms10241
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A Black-Scholes Formula for Option Pricing with Dividends andOptimal Investment Problems under Partical Information

  • Wu Zhen(1), Wang Guangchen(1)(2)
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2007, 27(5): 676-683 https://doi.org/10.12341/jssms10241

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