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.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{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

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