Spectral methods for volatility derivatives
Albanese, Claudio; Lo, Harry; Mijatović, Aleksandar
- 期刊名称Quantitative Finance
- 作者Albanese, Claudio; Lo, Harry; Mijatović, Aleksandar
- 卷第9卷
- 期第6期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小1198.02KB
- 发表时间2009-09
- DOI10.1080/14697680902773603
- 页码663-692