Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
نویسندگان
چکیده
منابع مشابه
Pricing vulnerable European options under a Markov-modulated jump diffusion process
WEI WANG Ningbo University, Department of Mathematics, Feng Hua Street 818, Ningbo City CHINA [email protected] XIAONAN SU Nanjing Audit University School of Science Yu Shan Street 86, Nanjing City CHINA [email protected] SHAOBO GAN Ningbo University, Department of Mathematics, Feng Hua Street 818, Ningbo City CHINA [email protected] LINYI QIAN East China Normal University School of Financ...
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ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2021
ISSN: 1607-887X,1026-0226
DOI: 10.1155/2021/9814605