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

IF 1.1 4区 数学 Q1 MATHEMATICS
Pingtao Duan, Yuting Liu, Zhiming Ma
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引用次数: 0

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Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
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来源期刊
Communications in Mathematics and Statistics
Communications in Mathematics and Statistics Mathematics-Statistics and Probability
CiteScore
1.80
自引率
0.00%
发文量
36
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.
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