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Option pricing for merton jump diffusion model with regime-switching using FFT
  • 所属机构名称：浙江财经学院
  • 会议名称：Proceedings - International Conference On Management And Service Science, Mass 2009
  • 成果类型：会议
  • 会场：Wuhan, PEOPLES R CHINA
  • 相关项目：期权组合非线性VaR度量模型及数值方法研究
作者： Rongda Chen|Chunfa Wang|
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期权组合非线性VaR度量模型及数值方法研究
期刊论文 16 会议论文 6
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