机译:模糊环境下欧式期权定价的双指数跳跃扩散模型
School of Business Administration, South China University of Technology, Guangzhou, 510641, P.R. China;
School of Business Administration, South China University of Technology, Guangzhou, 510641, P.R. China;
School of Business Administration, South China University of Technology, Guangzhou, 510641, P.R. China;
School of Business Administration, South China University of Technology, Guangzhou, 510641, P.R. China;
fuzzy numbers; option pricing; jump diffusion; crisp possibilistic mean value;
机译:具有两种市场结构风险的双指数跳跃扩散模型定价中的欧洲期权及其比较
机译:Markov调制双指数跳跃扩散CIR模型下的定价和对冲障碍期权
机译:双指数跳跃扩散模型下的复合期权定价
机译:双指数跳跃模型下的欧洲期权定价,随机速率,随机波动和随机强度
机译:均值回复跳跃扩散模型下的欧洲期权和摆动期权定价。
机译:期权和年金定价的非对称跳跃扩散的实证研究
机译:Double barrier option pricing for double exponential jump diffusion model.