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Title: Levy模型下無限期美式選擇權的定價
Pricing Perpetual American Options in a Levy Model
Authors: 許元春
SHEU YUAN-CHUNG
國立交通大學應用數學系(所)
Issue Date: 2013
Gov't Doc #: NSC102-2115-M009-003
URI: http://hdl.handle.net/11536/90094
https://www.grb.gov.tw/search/planDetail?id=3101476&docId=419358
Appears in Collections:Research Plans


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引用(Cite)
APA 許., & SHEU Y. (2013). Levy模型下無限期美式選擇權的定價. https://www.grb.gov.tw/search/planDetail?id=3101476&docId=419358.
Bibtex @article{2013,
    title={Levy模型下無限期美式選擇權的定價},
    author={許元春 and SHEU YUAN-CHUNG},
    journal={https://www.grb.gov.tw/search/planDetail?id=3101476&docId=419358},
    year={2013},
    url={https://ir.lib.nycu.edu.tw/handle/11536/90094},
}