Pricing of Derivatives on Mean-Reverting Assets 0 个回复 - 2611 次查看
Björn Lutz, "Pricing of Derivatives on Mean-Reverting Assets"
Springer | 2009 | ISBN: 3642029086 | 137 pages | PDF | 1 MB
The topic of this book is the development of pricing formulae ...2010-1-7 17:12 - zhaohailei - 金融学(理论版)
Pricing of Derivatives on Mean-Reverting Assets 2 个回复 - 1393 次查看
坛子里还没有呢
The topic of this book is the development of pricing formulae for European style derivatives on assets with mean-reverting behavior, especially commodity derivatives. For this class o ...2010-1-2 15:22 - yyykkk - 金融学(理论版)