PRICING FOR OUTER PERFORMANCE OPTION IN MIXED FRACTIONAL BROWIAN MOTION WITH JUMP

SUN Yudong ,SHI Yimin ,TAN Wei

Journal of Systems Science and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (11) : 1377-1385.

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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 and Mathematical Sciences ›› 2012, Vol. 32 ›› Issue (11) : 1377-1385. DOI: 10.12341/jssms11994

PRICING FOR OUTER PERFORMANCE OPTION IN MIXED FRACTIONAL BROWIAN MOTION WITH JUMP

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2012, 32(11): 1377-1385 https://doi.org/10.12341/jssms11994

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