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Binomial tree method for American options in a regime switching model
  • 所属机构名称：同济大学
  • 会议名称：2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 200
  • 成果类型：会议
  • 会场：Dalian, China
  • 相关项目：金融衍生物定价中的几类非线性偏微分方程
作者： Guiqiu, Yuan|Baojun, Bian|Quan, Yuan|
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金融衍生物定价中的几类非线性偏微分方程
期刊论文 33 会议论文 6
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