基于随机Lagrange方法的最优套期保值策略

Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (6) : 1034-1039.

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PDF(369 KB)
Systems Engineering - Theory & Practice ›› 2010, Vol. 30 ›› Issue (6) : 1034-1039. DOI: 10.12011/1000-6788(2010)6-1034
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