随机波动率LIBOR模型及其结构性存款定价:理论估计与蒙特卡罗模拟
马俊海, 张强
Stochastic volatility LIBOR market model and its structured deposits pricing: Theoretic estimation and Monte Carlo simulation
MA Jun-hai, ZHANG Qiang
系统工程理论与实践
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2013, (4): 817
-828
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DOI: 10.12011/1000-6788(2013)4-817
