Items where Author is "Lin, Xiaozheng"
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Article
Lin, Xiaozheng, Wang, Meiqing and Lai, Choi-Hong
ORCID: 0000-0002-7558-6398
(2021)
A modification term for Black-Scholes model based on discrepancy calibrated with real market data. Data science in finance and economics.
Data Science in Finance and Economics, 1 (4).
pp. 313-326.
ISSN 2769-2140 (Online)
(doi:https://doi.org/10.3934/DSFE.2021017)