撤回文章:方差伽马过程的最大值分布与路径依赖期权定价

RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing

Finance and Stochastics · 2015
被引 0
人大 A-ABS 3
金融经济学数学金融计量经济学随机过程期权定价