An Efficient Calibration Method for A Stochastic Volatility Lévy Model
Author
Publisher
8th International Conference on Intelligent Computation Technology and Automation
Date Issued
2015
Program
专项基金项目
Project ID
11426176
Sponsorship
基于马氏链近似的随机波动Lévy模型下路径依赖型期权定价研究
Institution
西安邮电大学
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http://or.nsfc.gov.cn/handle/00001903-5/399544
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