Pricing and Dynamic Hedging of Barrier Options Based on Willow Tree Method Under Jump Diffusion Model
DONG Bing, WANG Yifan, ZHONG Huiyong
Journal of System Science and Mathematical Science Chinese Series ›› 2023, Vol. 43 ›› Issue (8) : 2033-2044.
Pricing and Dynamic Hedging of Barrier Options Based on Willow Tree Method Under Jump Diffusion Model
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