Stochastic lattice models for valuation of volatility options
- 期刊名称Economic Modelling
- 作者Ma, Jingtang; Li, Wenyuan; Han, Xu
- 卷第47卷
- 印刷ISSN0264-9993
- 文件大小769.38KB
- 发表时间2015-06
- DOI10.1016/j.econmod.2015.02.015
- 页码93-104
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