No-arbitrage interpolation of the option price function and its reformulation

Y. Wang, H. Yin, Liqun Qi

Research output: Journal article publicationJournal articleAcademic researchpeer-review

8 Citations (Scopus)

Fingerprint

Dive into the research topics of 'No-arbitrage interpolation of the option price function and its reformulation'. Together they form a unique fingerprint.

INIS

Economics, Econometrics and Finance

Mathematics

Keyphrases