Monte Carlo Option Pricing Under Simplified Self-Financing Condition

DONG Jichang, LI Zexi, DONG Zhi, LI Xiuting

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (4) : 953-966.

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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 ›› 2021, Vol. 41 ›› Issue (4) : 953-966. DOI: 10.12341/jssms19442

Monte Carlo Option Pricing Under Simplified Self-Financing Condition

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(4): 953-966 https://doi.org/10.12341/jssms19442

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