Arbitrage-free call option surface construction using regression splines
- 期刊名称Applied Stochastic Models in Business and Industry
- 作者Orosi, Greg
- 卷第31卷
- 期第4期
- 印刷ISSN1524-1904
- 文件大小681.33KB
- 发表时间2015-07
- DOI10.1002/asmb.2045
- 页码515-527
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