基于改进PSO算法的调和稳定跳跃下随机波动模型期权定价与套期保值
宫晓莉, 庄新田
Option pricing and hedging for tempered stable jumps driven stochastic volatility models based on improved PSO algorithm
GONG Xiaoli, ZHUANG Xintian
系统工程理论与实践
.
2017, (11): 2765
-2776
.
DOI: 10.12011/1000-6788(2017)11-2765-12
