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An actuarial approach to foreign currency option pricing
Min, Zhang*
2015
会议名称2nd International Conference on Informatization in Education, Management and Business (IEMB)
会议日期SEP 12-13, 2015
会议地点Guangzhou, PEOPLES R CHINA
关键词fair premium option pricing foreign currency option fractional Brownian motion
卷号20
页码870-876
会议录PROCEEDINGS OF THE 2015 CONFERENCE ON INFORMATIZATION IN EDUCATION, MANAGEMENT AND BUSINESS
URL标识查看原文
ISSN号2352-5398
WOS记录号WOS:000365169700179
内容类型会议论文
URI标识http://www.corc.org.cn/handle/1471x/5679804
专题南华大学
作者单位[Min, Zhang] Univ South China, Sch Math & Phys, Hengyan 421001, Peoples R China.
推荐引用方式
GB/T 7714
Min, Zhang*. An actuarial approach to foreign currency option pricing[C]. 见:2nd International Conference on Informatization in Education, Management and Business (IEMB). Guangzhou, PEOPLES R CHINA. SEP 12-13, 2015.
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