离散监测障碍期权的定价:当Malliavin微积分展开遇到Hilbert变换
Pricing discretely monitored barrier options: When Malliavin calculus expansions meet Hilbert transforms
Journal of Economic Dynamics and Control · 2021
被引 4
ABS 3
- Ning Cai 通讯
- Chenxu Li
- Chao Shi
金融工程期权定价随机波动率数理金融计算金融