Computations of Greeks for asset price dynamics with stable and tempered stable processes
Computations of Greeks for asset price dynamics with stable and tempered stable processes
复制标题
希腊人对具有稳定和缓和稳定过程的资产价格动态的计算
DOI:
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发表时间:
2013
影响因子:
1.3
通讯作者:
R. Kawai and A. Takeuchi
中科院分区:
文献类型:
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作者:
J. Jaros;T. Kusano and T. Tanigawa;Y. Komori;M. Kato;A. Kitagawa and A. Takeuchi;T. Suzuki;R. Kawai and A. Takeuchi