中国科学院数学与系统科学研究院期刊网
JSSC
A POISSON-GAUSSIAN MODEL TO PRICE EUROPEAN OPTIONS ON THEEXTREMUM OF SEVERAL RISKY ASSETS WITHIN THE HJM FRAMEWORK
Guohe DENG;Lihong HUANG
A POISSON-GAUSSIAN MODEL TO PRICE EUROPEAN OPTIONS ON THEEXTREMUM OF SEVERAL RISKY ASSETS WITHIN THE HJM FRAMEWORK
Guohe DENG;Lihong HUANG
Journal of Systems Science and Complexity . 2010, (4): 769 -783 .  DOI: 10.1007/s11424-010-7205-y