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:
--
复制
发表时间:
2013
影响因子:
1.3
通讯作者:
R. Kawai and A. Takeuchi
R. Kawai and A. Takeuchi
中科院分区:
经济学3区
文献类型:
--
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

文献摘要

相似文献