基于改进PSO算法的调和稳定跳跃下随机波动模型期权定价与套期保值

Publisher: 国家哲学社会科学学术期刊数据库

E-ISSN: 1000-6788|37|11|2765-2776

ISSN: 1000-6788

Source: 系统工程理论与实践, Vol.37, Iss.11, 2017-01, pp. : 2765-2776

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

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Abstract