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    Homotopy analysis for derivatives pricing in a LIBOR market model with stochastic volatility(用Homotopy方法解随机波动率远期LIBOR模型中利率衍生品定价问题)

    Homotopy analysis for derivatives pricing in a LIBOR market model with stochastic volatility(用Homotopy方法解随机波动率远期LIBOR模型中利率衍生品定价问题) by LIShao-yu(李劭郁), ZHANGShu-guang(张曙光), BIXiu-chun(毕秀春)

    Published 2013-09-01
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