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CNKI学位论文(3)
在“
Elsevier电子期刊
”中,
命中:
2
条,耗时:0.0159619 秒
在所有数据库中总计命中:
3
条
1.
A method for computing the transition probability density associated with a multifactor Cox–Ingersoll–Ross model of the term structure of interest rates with no drift term
作者:
Lorella Fatone
;
Graziella Pacelli
;
Maria
Cristina
Recchioni
;
Francesco Zirilli
关键词:
Interest rates mathematical models
;
High dimensional parabolic partial differential equations
;
Numerical algorithms
刊名:Nonlinear Analysis: Hybrid Systems
出版年:2008
2.
Analysis of quadrature methods for pricing discrete barrier options
作者:
Gianluca Fusai
;
Maria
Cristina
Recchioni
关键词:
Barrier options
;
Discrete monitoring
;
Interpolation
;
Quadrature
;
Black–
;
Scholes
;
Variance-Gamma
;
CEV process
刊名:Journal of Economic Dynamics and Control
出版年:2007
1
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