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Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm
  • ISSN号：0378-4371
  • 期刊名称：Physica A: Statistical Mechanics and Its Applicati
  • 时间：2012.12.15
  • 页码：6418-6431
  • 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, Wei-Lin|Zhang, Wei-Guo|Zhang, Xili|Zhang, Xiaoli|
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长记忆模式下股本权证的定价与参数估计研究
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