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Efficient valuation and exercise boundary of American fractional lookback option in a mixed jump-diffusion model 期刊论文
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2017, 卷号: 4, 期号: 2-3, 页码: 1
作者:  Yang, Zhaoqiang
收藏  |  浏览/下载:688/190  |  提交时间:2021/03/24
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:  Yang, Zhaoqiang
Adobe PDF(556Kb)  |  收藏  |  浏览/下载:129/5  |  提交时间:2021/03/24