保持微笑?当所有协方差都是随机时的波动率曲面与Quanto期权的定价

Keep on Smiling? Volatility Surfaces and the Pricing of Quanto Options when all Covariances are Stochastic

Journal of Banking & Finance · 2012
被引 3
人大 A-ABS 3
金融经济学计量经济学衍生品定价波动率建模