Derivatives pricing with marked point processes using tick-by-tick data

标题
Derivatives pricing with marked point processes using tick-by-tick data
作者
关键词
-
出版物
QUANTITATIVE FINANCE
Volume 13, Issue 1, Pages 111-123
出版商
Informa UK Limited
发表日期
2012-03-29
DOI
10.1080/14697688.2012.661447

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