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A jump-diffusion approach to modelling vulnerable option pricing
  • ISSN号：1544-6131
  • 期刊名称：Finance Research Letters
  • 时间：2012.3
  • 页码：48-56
  • 相关项目：长记忆模式下股本权证的定价与参数估计研究
作者： Xu, Weidong|Xu, Weijun|Li, Hongyi|Xiao, Weilin|
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长记忆模式下股本权证的定价与参数估计研究
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