共 16 条
[12]
The Variance Gamma Process and Option Pricing[J] . Dilip B. Madan,Peter P. Carr,Eric C. Chang.Review of Finance . 1998 (1)
[14]
ON THE EFFICIENCY OF EMPIRICAL CHARACTERISTIC FUNCTION PROCEDURES
[J].
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL,
1981, 43 (01)
:20-27
[15]
Option valuation using the fast Fourier trans-form. P. Carr,D. Madan. J. Compute Finance . 1998
[16]
The Empirical Characteristic Function and Its Applications[J] . Andrey Feuerverger,Roman A. Mureika.The Annals of Statistics . 1977 (1)