解耦均值回复扩散与跳跃的货运衍生品定价
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps
Transportation Research Part E Logistics and Transportation Review · 2017
被引 23
ABS 3
- Ioannis Kyriakou 通讯
- Panos K. Pouliasis
- Nikos C. Papapostolou
- Kostas Andriosopoulos
金融工程衍生品定价随机过程航运经济