论文信息 - Numerical Methods for Lévy Processes: Lattice Methods and the Density, the Subordinator and the Time Copula - 字舞流文

Numerical Methods for Lévy Processes: Lattice Methods and the Density, the Subordinator and the Time Copula

M. Broadie | P. Carr | S. Heston | P. Schönbucher | Alessio Sancetta | Evis Këllezi | N. Webber | R. Brotherton-Ratcliffe | C. Rogers | Lynda Mccarthy