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主办:中国运筹学会
承办:合肥工业大学
ISSN 1007-3221 CN 34-1133/G3
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中文
Heston Options Pricing Model Based on the Principle of “Decomposition-Reassembly-Prediction-Integration”
YAO Yuan, ZHANG Zhaoyang, ZHAO Yang, LI Yan, LI Fangfang, HUANG Lei
Operations Research and Management Science . 2024, (
2
): 172 -178 . DOI: 10.12005/orms.2024.0060