Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(1-2):139-154. doi: 10.1080/17442500601086381 Q30.92025
Perpetual barrier options in jump-diffusion models
跳跃扩散模型中的永久障碍期权
DOI: 10.1080/17442500601086381
摘要
Stochastics An International Journal of Probability and Stochastic Processes. 2007;79(1-2):139-154. doi: 10.1080/17442500601086381 Q30.92025
DOI: 10.1080/17442500601086381
摘要