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GND: 1221827928


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willow treetree algorithmspricing vixinstantaneous variancestochastic volatilityvix futuresoption pricing theorystochastischer prozessstochastic processalgorithms pricingderivatives stochasticvolatility modelsfutures optionindex instantaneous
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Years of publications: 2020 - 2020

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Changfu Ma


Alternative spellings:
Ma Changfu
Ma Changfu

Biblio: School of Mathematical Sciences, Tongji University, Shanghai, People’s Republic of China

Affiliations

  • Tongji-Daxue
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    3
      2020

    Series