发现好书期刊，享受阅读乐趣

海量图书期刊资源，随时随地畅享阅读乐趣

$Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs$

Scaling and long-range dependence in option pricing III: A fractional version of the Merton model with transaction costs

Xiao-Tian Wang; Hai-Gang Yan; Ming-Ming Tang; En-Hui Zhu

作者Xiao-Tian Wang; Hai-Gang Yan; Ming-Ming Tang; En-Hui Zhu
卷第389卷
期第3期
印刷ISSN0378-4371
文件大小481.10KB
发表时间2010
DOI10.1016/j.physa.2009.09.044
页码452-458

← 返回【学霸图书馆】主页