A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL
- 期刊名称International Journal of Theoretical and Applied Finance
- 作者ALFONSI, AURÉLIEN; LELONG, JÉRÔME
- 卷第15卷
- 期第8期
- 印刷ISSN0219-0249
- 电子ISSN1793-6322
- 文件大小527.20KB
- 发表时间2012-12
- DOI10.1142/S0219024912500537
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