马尔可夫过程下一般近似框架中亚式期权定价的单变换公式
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
European Journal of Operational Research · 2017
被引 59
ABS 4
- Yanchu Liu 通讯
- Zhenyu Cui
- Chihoon Lee
金融工程期权定价随机过程数值方法