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 & Complexity ›› 2010, Vol. 23 ›› Issue (4) : 769-783.

PDF(242 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(242 KB)
Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (4) : 769-783. DOI: 10.1007/s11424-010-7205-y
article

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

    {{javascript:window.custom_author_en_index=0;}}
  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2010, 23(4): 769-783 https://doi.org/10.1007/s11424-010-7205-y

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(242 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉