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The valuation of equity warrants under the fractional Vasicek process of the short-term interest rat
  • ISSN号：0378-4371
  • 期刊名称：Physica A: Statistical Mechanics and Its Applicati
  • 时间：2014.1.15
  • 页码：320-337
  • 相关项目：长记忆模式下股本权证的定价与参数估计研究
作者： Xiao, Weilin|Zhang, Weiguo|Zhang, Xili|Chen, Xiaoyan|
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长记忆模式下股本权证的定价与参数估计研究
期刊论文 18
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