Junfei Zhang, Shoumei Li. European Option Pricing with Ambiguous Return Rate and Volatility. In Shoumei Li, Xia Wang, Yoshiaki Okazaki, Jun Kawabe, Toshiaki Murofushi, Li Guan, editors, Nonlinear Mathematics for Uncertainty and its Applications, NL-MUA 2011, Beijing, China, September 7-9, 2011. Volume 100 of Advances in Intelligent and Soft Computing, pages 279-286, Springer, 2011. [doi]
@inproceedings{ZhangL11-51,
title = {European Option Pricing with Ambiguous Return Rate and Volatility},
author = {Junfei Zhang and Shoumei Li},
year = {2011},
doi = {10.1007/978-3-642-22833-9_33},
url = {http://dx.doi.org/10.1007/978-3-642-22833-9_33},
researchr = {https://researchr.org/publication/ZhangL11-51},
cites = {0},
citedby = {0},
pages = {279-286},
booktitle = {Nonlinear Mathematics for Uncertainty and its Applications, NL-MUA 2011, Beijing, China, September 7-9, 2011},
editor = {Shoumei Li and Xia Wang and Yoshiaki Okazaki and Jun Kawabe and Toshiaki Murofushi and Li Guan},
volume = {100},
series = {Advances in Intelligent and Soft Computing},
publisher = {Springer},
isbn = {978-3-642-22832-2},
}