A POISSON-GAUSSIAN MODEL TO PRICE EUROPEAN OPTIONS ON THEEXTREMUM OF SEVERAL RISKY ASSETS WITHIN THE HJM FRAMEWORK

Guohe DENG;Lihong HUANG

系统科学与复杂性(英文) ›› 2010, Vol. 23 ›› Issue (4) : 769-783.

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系统科学与复杂性(英文) ›› 2010, Vol. 23 ›› Issue (4) : 769-783. DOI: 10.1007/s11424-010-7205-y
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A POISSON-GAUSSIAN MODEL TO PRICE EUROPEAN OPTIONS ON THEEXTREMUM OF SEVERAL RISKY ASSETS WITHIN THE HJM FRAMEWORK

    Guohe DENG(1), Lihong HUANG(2)
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A POISSON-GAUSSIAN MODEL TO PRICE EUROPEAN OPTIONS ON THEEXTREMUM OF SEVERAL RISKY ASSETS WITHIN THE HJM FRAMEWORK

    Guohe DENG(1), Lihong HUANG(2)
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2010, 23(4): 769-783 https://doi.org/10.1007/s11424-010-7205-y
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2010, 23(4): 769-783 https://doi.org/10.1007/s11424-010-7205-y
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