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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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