MarkovChain Approximation method for Pricing Barrier Options with Stochastic Volatilityand Jump
Author
Publisher
Management, Computer and Education Information 2015
Date Issued
2015
Program
专项基金项目
Project ID
11426176
Sponsorship
基于马氏链近似的随机波动Lévy模型下路径依赖型期权定价研究
Institution
西安邮电大学
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http://or.nsfc.gov.cn/handle/00001903-5/399545
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