非仿射随机波动率模型下的50ETF期权定价:基于Fourier-Cosine方法
孙有发, 吴碧云, 郭婷, 刘彩燕
Fourier-Cosine based option pricing for SSE 50 ETF under non-affine stochastic volatility model
SUN Youfa, WU Biyun, GUO Ting, LIU Caiyan
系统工程理论与实践
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2020, (4): 888
-904
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DOI: 10.12011/1000-6788-2018-2403-17
