Mathematical finance. 2010;20(1):35-58. doi: 10.1111/j.1467-9965.2009.00388.x Q22.42025
THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS
DOI: 10.1111/j.1467-9965.2009.00388.x
摘要
Mathematical finance. 2010;20(1):35-58. doi: 10.1111/j.1467-9965.2009.00388.x Q22.42025
DOI: 10.1111/j.1467-9965.2009.00388.x
摘要