Bi-Cubic B-Spline Fitting-Based Local Volatility Model with Mean Reversion Process

著录项

• 来源
  《系统科学与复杂性：英文版 》 |2016年第1期|119-132|共14页
• 作者

  ZHOU Shifei; WANG Hao; YEN Jerome; LAI Kin Keung;

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• 作者单位

  Department of Management Sciences, City University of Hong Kong, Hong Kong, China;

  Department of Management Sciences, City University of Hong Kong, Hong Kong, China;

  Department of Finance, Hong Kong University of Science and Technology, Hong Kong, China;

  International Business School, Shaanxi Normal University, Xi'an, 710061 China;

  Department of Management Sciences, City University of Hong Kong, Hong Kong, China;

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• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词