VOLATILITY SMILE BY MULTILEVEL LEAST SQUARE
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者ACHDOU, YVES; PIRONNEAU, OLIVIER
- 卷第5卷
- 期第6期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小1272.44KB
- 发表时间2002-09
- DOI10.1142/S0219024902001602
- 页码619-643
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