Gaussian factor models-futures and forward prices

被引：6

|

作者：

Hyndman, Cody B. ^{[1
]}

机构：

[1] Department of Mathematics and Statistics, Concordia University, 1455 boulevard de Maisonneuve Ouest, Montréal, Qué. H3G 1M8, Canada

来源：

IMA Journal of Management Mathematics | 2007年 / 18卷 / 04期

关键词：

D O I：

10.1093/imaman/dpm019

中图分类号：

学科分类号：

摘要：

引用

收藏

页码：353 / 369

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