双跳跃仿射扩散模型的几何平均型水平重置期权定价

奚欢, 邓国和

Pricing Geometric Average Trigger Reset Option with Predetermined Levels in an Affine Diffusion Model with Double Jumps

XI Huan, DENG Guohe

系统科学与数学 . 2021, (1): 59 -74 . DOI: 10.12341/jssms14096