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
Publisher: 汉斯出版社
ISSN: 2324-8009
Source: Advances in Applied Mathematics, Vol.02, Iss.01, 2013-02, pp. : 1-9
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy
Applied Mathematical Finance, Vol. 12, Iss. 2, 2005-06 ,pp. :