han.hu.ea:16:optimal¶
BibTeX Entry:
@article{han.hu.ea:16:optimal,
author = {Han, Zheng and Hu, Yaozhong and Lee, Chihoon},
doi = {10.1080/14697688.2015.1034163},
fjournal = {Quantitative Finance},
issn = {1469-7688},
journal = {Quant. Finance},
mrclass = {60H10 (49N90 60H30 91G80)},
mrnumber = {3473978},
mrreviewer = {Stefan Tappe},
number = {4},
pages = {639--647},
title = {Optimal pricing barriers in a regulated market using reflected diffusion processes},
url = {https://doi.org/10.1080/14697688.2015.1034163},
volume = {16},
year = {2016}
}