
两类蝶式期权方差和协方差的半参数界
艾晓辉, 刘宗昊, 白瑞杰, 王茹雪
两类蝶式期权方差和协方差的半参数界
Semiparametric bounds of variance and covariance for two kinds of butterfly options
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 |
|
〉 |