Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity

IF 1.1 4区数学 Q1 MATHEMATICS

Communications in Mathematics and Statistics Pub Date : 2022-11-19 DOI:10.1007/s40304-022-00287-6

Pingtao Duan, Yuting Liu, Zhiming Ma

引用次数: 0

查看原文本刊更多论文

具有随机波动率和随机强度的跳跃-扩散模型下的离散障碍期权定价

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Communications in Mathematics and Statistics Mathematics-Statistics and Probability

CiteScore

1.80

自引率

0.00%

发文量

期刊介绍： Communications in Mathematics and Statistics is an international journal published by Springer-Verlag in collaboration with the School of Mathematical Sciences, University of Science and Technology of China (USTC). The journal will be committed to publish high level original peer reviewed research papers in various areas of mathematical sciences, including pure mathematics, applied mathematics, computational mathematics, and probability and statistics. Typically one volume is published each year, and each volume consists of four issues.