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吴胤昊1, 陈荣达1,2, 汪圣楠1, 俞静婧1
吴胤昊, 陈荣达, 汪圣楠, 俞静婧. 随机利率随机波动率混合指数跳扩散模型下的期权定价[J]. 系统科学与数学, 2022, 42(8): 2207-2234.
WU Yinhao, CHEN Rongda, WANG Shengnan, YU Jingjing. Option Pricing Under the Mixed-Exponential Jump Diffusion Model with Stochastic Interest Rate and Stochastic Volatility[J]. Journal of Systems Science and Mathematical Sciences, 2022, 42(8): 2207-2234.
WU Yinhao1, CHEN Rongda1,2, WANG Shengnan1, YU Jingjing1
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