{"title":"波动期权估值:具有约束跳跃方法的BSDE","authors":"Marie Bernhart, H. Pham, P. Tankov, X. Warin","doi":"10.1007/978-3-642-25746-9_12","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":197400,"journal":{"name":"arXiv: Computational Finance","volume":"49 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2011-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"18","resultStr":"{\"title\":\"Swing Options Valuation: a BSDE with Constrained Jumps Approach\",\"authors\":\"Marie Bernhart, H. Pham, P. Tankov, X. Warin\",\"doi\":\"10.1007/978-3-642-25746-9_12\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":197400,\"journal\":{\"name\":\"arXiv: Computational Finance\",\"volume\":\"49 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2011-01-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"18\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv: Computational Finance\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1007/978-3-642-25746-9_12\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Computational Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/978-3-642-25746-9_12","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 18