恒定弹性方差过程下具有最低价格保证的最优投资决策
Optimal investment decisions with minimum price guarantees under the constant elasticity of variance process
Omega · 2026
被引 0 · 同刊同年前 8%
ABS 3
- José Carlos Dias
- João Pedro Vidal Nunes
- João Pedro Ruas
- Fernando Correia da Silva
金融工程投资决策随机过程资产定价