Evaluating discrete dynamic strategies in affine models
- 期刊名称Quantitative Finance
- 作者Angelini, Flavio; Herzel, Stefano
- 卷第15卷
- 期第2期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小474.98KB
- 发表时间2015-02
- DOI10.1080/14697688.2011.637075
- 页码313-326
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