Delta hedging in discrete time under stochastic interest rate
- 期刊名称Journal of Computational and Applied Mathematics
- 作者Angelini, Flavio; Herzel, Stefano
- 卷第259卷
- 印刷ISSN0377-0427
- 文件大小529.60KB
- 发表时间2014-3
- DOI10.1016/j.cam.2013.06.022
- 页码385-393
海量图书期刊资源，随时随地畅享阅读乐趣