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中国科学院数学与系统科学研究院期刊网
ISSN 1439-8516 CN 11-2039/O1
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Valuation of American Continuous-Installment Options Under the Constant Elasticity of Variance Model
Guohe DENG, Guangming XUE
Valuation of American Continuous-Installment Options Under the Constant Elasticity of Variance Model
Guohe DENG, Guangming XUE
系统科学与信息学报(英文) . 2016, (
2
): 149 -168 . DOI: 10.21078/JSSI-2016-149-20