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

XI Huan, DENG Guohe

Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (1) : 59-74.

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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 ›› 2021, Vol. 41 ›› Issue (1) : 59-74. DOI: 10.12341/jssms14096

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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2021, 41(1): 59-74 https://doi.org/10.12341/jssms14096

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