Some integral functionals of reflected SDEs and their applications in finance

Quantitative Finance

Volumn 11, Issue 3, 2011, Pages 343-348

  Bo, Lijun ^a   Wang, Yongjin ^b   Yang, Xuewei ^b  

^a XIDIAN UNIVERSITY   (China)

^b NANKAI UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79951589581     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697681003785926     Document Type: Article

References (21)

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