随机利率下基于Tsallis熵分布的幂式期权定价

未倩, 王永茂

Pricing of power european options based on Tsallis entropy under stochastic interest rate

WEI Qian, WANG Yongmao

运筹学学报 . 2019, (4): 124 -130 . DOI: 10.15960/j.cnki.issn.1007-6093.2019.04.011