Journal of futures markets. 2009;29(5):397-413. doi: 10.1002/fut.20367 Q22.32025
A new scheme for static hedging of European derivatives under stochastic volatility models
DOI: 10.1002/fut.20367
摘要
Journal of futures markets. 2009;29(5):397-413. doi: 10.1002/fut.20367 Q22.32025
DOI: 10.1002/fut.20367
摘要