Subject
Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software
Reference34 articles.
1. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
2. A theory of the term structure of interest rates;Cox;Econometrica,1985
3. Arbitrage Pricing with Stochastic Volatility;Dupire,1992
4. Model art;Dupire;Risk,1993
5. Hidden Markov Models: Estimation and Control;Elliott,1994
Cited by
32 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献