Option valuation based on volatility decomposition

ZHOU Rencai

Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (8) : 1919-1929.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2018, Vol. 38 ›› Issue (8) : 1919-1929. DOI: 10.12011/1000-6788(2018)08-1919-11

Option valuation based on volatility decomposition

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2018, 38(8): 1919-1929 https://doi.org/10.12011/1000-6788(2018)08-1919-11

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