Pricing Discrete Barrier Options Under Stochastic Volatility
- 期刊名称Asia-Pacific Financial Markets
- 作者Shiraya, Kenichiro; Takahashi, Akihiko; Yamada, Toshihiro
- 卷第19卷
- 期第3期
- 印刷ISSN1387-2834
- 电子ISSN1573-6946
- 文件大小261.29KB
- 发表时间2012-09
- DOI10.1007/s10690-011-9147-3
- 页码205-232
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Organization2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Organization2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Organization2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Organization2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - [Title pages]2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Author index2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Author index2012
[IEEE 2012 7th International Power Electronics and Motion Control Conference (IPEMC 2012) - Harbin, China (2012.06.2-2012.06.5)] Proceedings of The 7th International Power Electronics and Motion Control Conference - Author index2012