Journal of Industrial and Management Optimization (JIMO)

Neutral and indifference pricing with stochastic correlation and volatility
Page number are going to be assigned later 2017

doi:10.3934/jimo.2017043      Abstract        References        Full text (498.1K)      

Jia Yue - Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China (email)
Nan-Jing Huang - Department of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China (email)

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