Value Function Regularity in Option Pricing Problems Under a Pure Jump Model
Crossref DOI link: https://doi.org/10.1007/s00245-016-9350-8
Published Online: 2016-03-26
Published Print: 2017-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kang, Junjun
Tang, Yanbin
Text and Data Mining valid from 2016-03-26
