Esscher变换下扩展的欧式交换期权定价
刘国祥, 朱全新, 张相强
Esscher变换下扩展的欧式交换期权定价
Pricing of Extension of European Exchange Option under Esscher Transforms
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |