求正式版A numerical method to price exotic path-dependent options on an

【作者(必填)】

【文题(必填)】A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
【年份(必填)】Journal of Banking & Finance

[size=0.8em]Volume 31, Issue 11, November 2007, Pages 3420–3437

【全文链接或数据库名称(选填)】http://www.sciencedirect.com/sci ... i/S0378426607001331

我帮你一下吧，呵呵

dreamtree 发表于 2015-1-29 07:53
我帮你一下吧，呵呵

dreamtree的回复（共18页）符合要求，现设置为最佳答案，如有疑问请联系我。