Option pricing using stochastic volatility models

被引:0
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作者
Nögel, U [1 ]
机构
[1] Fraunhofer ITWM, D-67663 Kaiserslautern, Germany
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中图分类号
O29 [应用数学];
学科分类号
070104 ;
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页码:221 / 225
页数:5
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