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Simulation of Levy-Driven Models and Its Application in Finance
  • ISSN号：2155-3289
  • 期刊名称：Numerical Algebra, Control, and Optimization
  • 时间：2012
  • 页码：749-765
  • 相关项目：基于模拟仿真和优化技术的风险管理和投资组合方法研究
作者： Rachel Chen|Rachel Chen|JianQiang Hu|JianQiang Hu|Yijie Peng|Yijie Peng|
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