基于特征函数局部结构微扰法的行为期权定价研究
孙有发, 姚宇航, 邱梓杰, 刘彩燕
Behavioral option pricing method based on perturbation in the local structure of characteristic function
SUN Youfa, YAO Yuhang, QIU Zijie, LIU Caiyan
系统工程理论与实践
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2022, (12): 3247
-3264
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DOI: 10.12011/SETP2021-1685
