Pricing European Options on Autocorrelated Indexes
- 期刊名称The Journal of Derivatives
- 作者Jokivuolle, Esa
- 卷第6卷
- 期第2期
- 印刷ISSN1074-1240
- 文件大小2022.83KB
- 发表时间1998-01
- DOI10.3905/jod.6.2.39
- 页码39-52
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