共查询到20条相似文献,搜索用时 31 毫秒
1.
2.
3.
4.
Apparent scaling 总被引:2,自引:0,他引:2
5.
6.
Quantile hedging 总被引:4,自引:0,他引:4
7.
8.
9.
10.
Pricing double barrier options using Laplace transforms 总被引:1,自引:0,他引:1
Antoon Pelsser 《Finance and Stochastics》2000,4(1):95-104
11.
12.
13.
14.
Arbitrage in fractional Brownian motion models 总被引:7,自引:0,他引:7
Patrick Cheridito 《Finance and Stochastics》2003,7(4):533-553
15.
16.
17.
Complete markets with discontinuous security price 总被引:4,自引:0,他引:4
18.
19.
An optimal consumption model with stochastic volatility 总被引:3,自引:0,他引:3