BARRIER OPTIONS' PRICING UNDER THE NONLINEAR BLACK-SCHOLES MODEL

SUN Yudong,WANG Xiufen,TONG Hong

Journal of Systems Science and Mathematical Sciences ›› 2016, Vol. 36 ›› Issue (4) : 513-527.

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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 ›› 2016, Vol. 36 ›› Issue (4) : 513-527. DOI: 10.12341/jssms12769

BARRIER OPTIONS' PRICING UNDER THE NONLINEAR BLACK-SCHOLES MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2016, 36(4): 513-527 https://doi.org/10.12341/jssms12769

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