Theses results place the problem of European-style Asian option and Asian barrier option pricing in the same complexity class as that of the vanilla option on the lattice.

  • 这些结果,将以格点定价欧式亚式选择权以及亚式障碍选择权的复杂度降至与定价单纯期权的复杂度同个层级。
目录 查词历史