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机译:
Middle East Tech Univ, Inst Appl Math, Ankara, Turkey;
Univ Melbourne, Sch Math & Stat, Melbourne, Vic, Australia;
Univ Libre Bruxelles, Dept Math, Campus Plaine CP 210,Blvd Triomphe, B-1050 Brussels, Belgium;
basket options; regime-switching; spread options; synchronous jumps;
机译:Numerical study for European option pricing equations with non-levy jumps
机译:A Shannon Wavelet Method for Pricing Forward Starting Options under the Double Exponential Jump Framework with Two-Factor Stochastic Volatilities
机译:Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
机译:香港ipo中超额配售选择权实际效用的实证研究 =Over-Allotment Option and Price Stabilization - An Analysis of the Hong Kong IPO Market
机译:Double barrier option pricing for double exponential jump diffusion model.