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Characterization of efficient frontier for mean-variance model with a drawdown constraint 期刊论文
2013, 卷号: 220, 页码: 770
作者:  Yao, Haixiang[1];  Lai, Yongzeng[2];  Ma, Qinghua[1];  Zheng, Huabao[3]
收藏  |  浏览/下载:2/0  |  提交时间:2019/12/09
Pricing lookback options under normal inverse gaussian model by variance reduction and randomized quasi-Monte Carlo methods (EI收录) 会议论文
Proceedings - 2014 7th International Joint Conference on Computational Sciences and Optimization, CSO 2014, Beijing, China, July 4, 2014 - July 6, 2014
作者:  Lai, Yongzeng[1];  Zhang, Jilin[2]
收藏  |  浏览/下载:2/0  |  提交时间:2019/04/12


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