作者:Mark B. Garman and Steven W. Kohlhagen
文题:Foreign currency option values
杂志名:Journal of International Money and Finance
卷宗: Volume 2, Issue 3, December 1983, Pages 231-237
楼主: weilinhy
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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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