随机波动率下Schwartz多因子模型中商品期货期权的定价：一种渐近方法
Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method
International Review of Financial Analysis · 2017
被引 7
ABS 3
- Jilong Chen
- Christian‐Oliver Ewald 通讯
金融经济学衍生品定价商品期货随机波动率