Choquet-based European option pricing with stochastic (and fixed) strikes
Crossref DOI link: https://doi.org/10.1007/s00291-014-0378-3
Published Online: 2014-10-10
Published Print: 2015-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Driouchi, Tarik
Trigeorgis, Lenos
Gao, Yongling
Text and Data Mining valid from 2014-10-10