{"title":"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","authors":"Pingtao Duan, Yuting Liu, Zhiming Ma","doi":"10.1007/s40304-022-00287-6","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":10575,"journal":{"name":"Communications in Mathematics and Statistics","volume":"2 1","pages":""},"PeriodicalIF":1.1000,"publicationDate":"2022-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity\",\"authors\":\"Pingtao Duan, Yuting Liu, Zhiming Ma\",\"doi\":\"10.1007/s40304-022-00287-6\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":10575,\"journal\":{\"name\":\"Communications in Mathematics and Statistics\",\"volume\":\"2 1\",\"pages\":\"\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2022-11-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Communications in Mathematics and Statistics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1007/s40304-022-00287-6\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Communications in Mathematics and Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s40304-022-00287-6","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
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.