검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
Trading wind power with barrier option Xiao YP, Wang XF, Wang XL, Wu ZC Applied Energy, 182, 232, 2016 |
| 2 |
Optimal reflection of diffusions and barrier options pricing under constraints Bouchard B SIAM Journal on Control and Optimization, 47(4), 1785, 2008 |
| 3 |
A barrier option of American type Karatzas I, Wang H Applied Mathematics and Optimization, 42(3), 259, 2000 |