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参考文献:随机过程与衍生品定价

时间:2023-06-02 理论教育 版权反馈
【摘要】:[1]Aase K.K..Contingent Claims Valuation When the Security Price is a Combination of a Ito Process and a Random Point Process.Stochastic Processes and Their Applications,1988,28(2):185-220.[2]Aggarwal

参考文献:随机过程与衍生品定价

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