A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion Function
A New Approach for Computing Option Prices of the Hull-White Type with Stepwise Reversion Function
复制标题
逐步回归函数计算赫尔怀特型期权价格的新方法
DOI:
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发表时间:
2007
期刊:
影响因子:
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通讯作者:
and Ushio Sumita
中科院分区:
文献类型:
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作者:
H. Jin;J. Gotoh;and Ushio Sumita