一个具有倾斜布朗运动的简单欧式期权定价公式-勘误

IF 0.7 3区工程技术 Q4 ENGINEERING, INDUSTRIAL

Probability in the Engineering and Informational Sciences Pub Date : 2023-02-16 DOI:10.1017/s0269964823000050

Puneet Pasricha, Xin-Jiang He

{"title":"一个具有倾斜布朗运动的简单欧式期权定价公式-勘误","authors":"Puneet Pasricha, Xin-Jiang He","doi":"10.1017/s0269964823000050","DOIUrl":null,"url":null,"abstract":"An abstract is not available for this content. As you have access to this content, full HTML content is provided on this page. A PDF of this content is also available in through the ‘Save PDF’ action button.","PeriodicalId":54582,"journal":{"name":"Probability in the Engineering and Informational Sciences","volume":"55 1","pages":"0"},"PeriodicalIF":0.7000,"publicationDate":"2023-02-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A simple European option pricing formula with a skew Brownian motion – ERRATUM\",\"authors\":\"Puneet Pasricha, Xin-Jiang He\",\"doi\":\"10.1017/s0269964823000050\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"An abstract is not available for this content. As you have access to this content, full HTML content is provided on this page. A PDF of this content is also available in through the ‘Save PDF’ action button.\",\"PeriodicalId\":54582,\"journal\":{\"name\":\"Probability in the Engineering and Informational Sciences\",\"volume\":\"55 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2023-02-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability in the Engineering and Informational Sciences\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1017/s0269964823000050\",\"RegionNum\":3,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"ENGINEERING, INDUSTRIAL\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability in the Engineering and Informational Sciences","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1017/s0269964823000050","RegionNum":3,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"ENGINEERING, INDUSTRIAL","Score":null,"Total":0}

引用次数: 0

摘要

此内容没有摘要。当您可以访问此内容时，该页上会提供完整的HTML内容。此内容的PDF也可以通过“保存PDF”操作按钮获得。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A simple European option pricing formula with a skew Brownian motion – ERRATUM

An abstract is not available for this content. As you have access to this content, full HTML content is provided on this page. A PDF of this content is also available in through the ‘Save PDF’ action button.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Probability in the Engineering and Informational Sciences 数学-工程：工业

CiteScore

2.20

自引率

18.20%

发文量

审稿时长

>12 weeks

期刊介绍： The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.