时变分数布朗运动下的GARCH族欧式期权定价研究
史永东, 程航, 王光涛
The family of GARCH European option pricing model under the fractional Brownian motion with time-varying Hurst index
SHI Yongdong, CHENG Hang, WANG Guangtao
系统工程理论与实践
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2017, (10): 2527
-2538
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DOI: 10.12011/1000-6788(2017)10-2527-12
