First-Passage Time Model Driven by Levy Process for Pricing CoCos | |
Su, Xiaoshan; Bai, Manying | |
刊名 | MATHEMATICAL PROBLEMS IN ENGINEERING
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2017 | |
卷号 | 2017 |
ISSN号 | 1024-123X |
DOI | 10.1155/2017/5171470 |
URL标识 | 查看原文 |
收录类别 | SCIE ; EI ; SSCI |
WOS记录号 | WOS:000394846000001 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5942061 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Su, Xiaoshan,Bai, Manying. First-Passage Time Model Driven by Levy Process for Pricing CoCos[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2017,2017. |
APA | Su, Xiaoshan,&Bai, Manying.(2017).First-Passage Time Model Driven by Levy Process for Pricing CoCos.MATHEMATICAL PROBLEMS IN ENGINEERING,2017. |
MLA | Su, Xiaoshan,et al."First-Passage Time Model Driven by Levy Process for Pricing CoCos".MATHEMATICAL PROBLEMS IN ENGINEERING 2017(2017). |
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