An arbitrage approach to the pricing of catasrophe options involving the Cox process (共著)
An arbitrage approach to the pricing of catasrophe options involving the Cox process (共著)
复制标题
涉及考克斯过程的巨灾期权定价套利方法(合著者)
DOI:
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发表时间:
2008
期刊:
影响因子:
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通讯作者:
Tanaka)
中科院分区:
文献类型:
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作者:
Fujita;Takahiko (with Ishimura;Tanaka)