JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2018, Vol. 53 ›› Issue (4): 36-41.doi: 10.6040/j.issn.1671-9352.2.2017.156
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CHEN Li, LIN Ling*
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ZHANG Hui1, 2, MENG Wen-yu1, LAI Xiang3.
Dynamic pricing model of the reload stock option with two barriers under Knightian uncertainty — the method of option pricing based on the solution of BSDE [J]. J4, 2011, 46(3): 52-57. |
| [2] | CHEN Xiang-li. Vulnerable options fractional pricing model under corporate value stucture [J]. J4, 2010, 45(11): 109-114. |
| [3] | YANG zhe . AGeneralized backward stochastic differential equation [J]. J4, 2006, 41(6): 81-83 . |
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