Hu, Yuan; Shirvani, Abootaleb; Lindquist, W. Brent; … - In: Journal of risk and financial management : JRFM 13 (2020) 12/321, pp. 1-33
Using the Donsker-Prokhorov invariance principle, we extend the Kim-Stoyanov-Rachev-Fabozzi option pricing model to …
