separate 发表于 2025-3-23 11:37:36
http://reply.papertrans.cn/71/7034/703373/703373_11.pngForehead-Lift 发表于 2025-3-23 15:31:23
1616-0533 ? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?978-3-642-10394-0978-3-642-10395-7Series ISSN 1616-0533 Series E-ISSN 2195-0687Mawkish 发表于 2025-3-23 19:46:09
Springer Financehttp://image.papertrans.cn/o/image/703373.jpg反感 发表于 2025-3-24 01:38:51
http://reply.papertrans.cn/71/7034/703373/703373_14.pngMERIT 发表于 2025-3-24 02:44:28
978-3-642-10394-0Springer-Verlag Berlin Heidelberg 2010FRAUD 发表于 2025-3-24 09:12:57
http://reply.papertrans.cn/71/7034/703373/703373_16.pngRENAL 发表于 2025-3-24 10:43:19
Cristophe Profeta,Bernard Roynette,Marc YorTo the best of our knowledge this book discusses in a unique way last passage times.Includes supplementary material:HUMID 发表于 2025-3-24 16:26:38
http://reply.papertrans.cn/71/7034/703373/703373_18.png分解 发表于 2025-3-24 22:45:46
Put Option as Joint Distribution Function in Strike and Maturity,on in both variables . and ., for .≤1 and .≥0, of a probability .. on ×[0,+∞[. We discuss in detail, in this Chapter, the case where ., for . a standard Brownian motion, and give an extension to the more general case of the semimartingale ., (.≠0,.>0).正论 发表于 2025-3-25 03:10:28
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