时变混合分数布朗运动下带交易费用的亚式期权定价
Pricing Asian Options Under Time-Changed Mixed Fractional Brownian Motion with Transactions Costs
时变混合分数布朗运动下带交易费用的亚式期权定价 |
| 丁毅,郭精军 |
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Pricing Asian Options Under Time-Changed Mixed Fractional Brownian Motion with Transactions Costs |
| Yi Ding,Jingjun Guo |
| 图 3 股票真实收盘价格与模拟价格对比图 |
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