The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian; Zhang, Huadong
- 期刊名称International Journal of Financial Engineering
- 作者Fan, Yulian; Zhang, Huadong
- 卷第4卷
- 期第1期
- 印刷ISSN2424-7863
- 电子ISSN2424-7944
- 文件大小352.36KB
- 发表时间2017-03
- DOI10.1142/s2424786317500050