Funder
Fundamental Research Funds for the Provincial Universities of Zhejiang Province
National Natural Science Foundation of China
Reference58 articles.
1. A Genetic Algorithm for option pricing: The American put option;Ackora-Prah;Applied Mathematical Sciences,2014
2. Empirical performance of alternative option pricing models;Bakshi;Journal of Finance,1997
3. A new bivariate approach for modeling the interaction between stock volatility and interest rate: An application to S&P500 returns and options;Ballestra;European Journal of Operational Research,2024
4. Risk-Neutral valuation: Pricing and hedging of financial derivatives;Bingham,1998
5. Commodity Asian option pricing and simu1ation in a 4 factor mode1 with jump clusters;Brignone;Annals of Operations Research,2024
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献