Mathematical finance. 2010;20(2):259-288. doi: 10.1111/j.1467-9965.2010.00397.x Q22.42025
THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING
维纳-霍普夫技术与离散监控路径依赖期权定价
DOI: 10.1111/j.1467-9965.2010.00397.x
摘要
Mathematical finance. 2010;20(2):259-288. doi: 10.1111/j.1467-9965.2010.00397.x Q22.42025
DOI: 10.1111/j.1467-9965.2010.00397.x
摘要