随机利率随机波动率混合指数跳扩散模型下的期权定价
吴胤昊, 陈荣达, 汪圣楠, 俞静婧
Option Pricing Under the Mixed-Exponential Jump Diffusion Model with Stochastic Interest Rate and Stochastic Volatility
WU Yinhao, CHEN Rongda, WANG Shengnan, YU Jingjing
系统科学与数学
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2022, (8): 2207
-2234
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DOI: 10.12341/jssms21596
