天然气仿射风格化事实价格动态:来自日收益率和期权价格的证据
The affine styled-facts price dynamics for the natural gas: evidence from daily returns and option prices
Review of Quantitative Finance and Accounting · 2016
被引 4
ABS 3
- Chih-Chen Hsu 通讯
- An‐Sing Chen
- Shih‐Kuei Lin
- Ting-Fu Chen
能源经济学金融经济学衍生品定价波动率建模