学生t分布基于期权敏感性：高斯特公式的希腊字母
摘要：使用Gosset方法定价欧式期权
作者：Daniel T. Cassidy (1), Michael J. Hamp (2), Rachid Ouyed (3) ((1) Department of Engineering Physics, McMaster University, Hamilton, Ontario, Canada, (2) Scotiabank, Toronto, Ontario, Canada, (3) Department of Physics and Astronomy, University of Calgary, Calgary, Alberta, Canada)
论文ID：1003.1344
分类：Pricing of Securities
分类简称：q-fin.PR
提交时间：2010-07-20