A Hyper-Erlang Jump-Diffusion Process and Applications in Finance

DONG Yinghui,HAN Min

Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (2) : 557-572.

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Journal of Systems Science & Complexity ›› 2016, Vol. 29 ›› Issue (2) : 557-572. DOI: 10.1007/s11424-015-3150-0

A Hyper-Erlang Jump-Diffusion Process and Applications in Finance

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2016, 29(2): 557-572 https://doi.org/10.1007/s11424-015-3150-0

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