APPROXIMATE OPTION VALUATION FOR ARBITRARY STOCHASTIC-PROCESSES

成果类型:
Article
署名作者:
JARROW, R; RUDD, A
刊物名称:
JOURNAL OF FINANCIAL ECONOMICS
ISSN/ISSBN:
0304-405X
DOI:
10.1016/0304-405X(82)90007-1
发表日期:
1982
页码:
347-369
关键词: