Monte Carlo option pricing with asymmetric realized volatility dynamics
- 作者David E. Allen; Michael McAleer; Marcel Scharth
- 卷第81卷
- 期第7期
- 印刷ISSN0378-4754
- 文件大小453.25KB
- 发表时间2011
- DOI10.1016/j.matcom.2010.06.010
- 页码1247-1256
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