跳扩散模型下国内外利率随机的双币种期权定价 Pricing Quanto Options in a Jump-Diffusion Model with Stochastic Domestic and Foreign Interest Rates

Author: 马奕虹   邓国和  

Publisher: 汉斯出版社

ISSN: 2324-8009

Source: Advances in Applied Mathematics, Vol.02, Iss.01, 2013-02, pp. : 1-9

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Abstract