主管：中国科学院
主办：中国优选法统筹法与经济数学研究会
中国科学院科技战略咨询研究院
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Chinese Journal of Management Science
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中文
Pricing Parisian Option by Multi-level Monte Carlo Method
SONG Bin, LIN Ze-fu, ZHANG Bing-jie
Chinese Journal of Management Science . 2016, (
2
): 11 -18 . DOI: 10.16381/j.cnki.issn1003-207x.2016.02.002
