Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics. | |
Zhao,Pan; Zhou,Benda; Wang,Jixia | |
刊名 | Entropy |
2018 | |
卷号 | Vol.20 No.1页码:1-12 |
关键词 | STOCK-MARKET RETURNS LONG-MEMORY MODEL DISTRIBUTIONS TAILS RISK |
ISSN号 | 1099-4300 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2155531 |
专题 | 安徽大学 |
作者单位 | 1.West Anhui Univ, Financial Risk Intelligent Control & Prevent Inst, Luan 237012, Peoples R China 2.Henan Normal Univ, Sch Math & Informat Sci, Xinxiang 453002, Peoples R China 3.West Anhui Univ, Coll Finance & Math, Luan 237012, Peoples R China |
推荐引用方式 GB/T 7714 | Zhao,Pan,Zhou,Benda,Wang,Jixia. Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics.[J]. Entropy,2018,Vol.20 No.1:1-12. |
APA | Zhao,Pan,Zhou,Benda,&Wang,Jixia.(2018).Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics..Entropy,Vol.20 No.1,1-12. |
MLA | Zhao,Pan,et al."Non-Gaussian Closed Form Solutions for Geometric Average Asian Options in the Framework of Non-Extensive Statistical Mechanics.".Entropy Vol.20 No.1(2018):1-12. |
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