2007 | ||
---|---|---|
2 | EE | Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On barrier option pricing in binomial market with transaction costs. Applied Mathematics and Computation 189(2): 1505-1516 (2007) |
1 | EE | Chao Sun, Jing-Yang Yang, Sheng-Hong Li: On reset option pricing in binomial market with both fixed and proportional transaction costs. Applied Mathematics and Computation 193(1): 143-153 (2007) |
1 | Sheng-Hong Li | [1] [2] |
2 | Chao Sun | [1] [2] |