Pricing and Dynamic Hedging of Barrier Options Based on Willow Tree Method Under Jump Diffusion Model

DONG Bing, WANG Yifan, ZHONG Huiyong

Journal of Systems Science and Mathematical Sciences ›› 2023, Vol. 43 ›› Issue (8) : 2033-2044.

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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 ›› 2023, Vol. 43 ›› Issue (8) : 2033-2044. DOI: 10.12341/jssms22302

Pricing and Dynamic Hedging of Barrier Options Based on Willow Tree Method Under Jump Diffusion Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of System Science and Mathematical Science Chinese Series, 2023, 43(8): 2033-2044 https://doi.org/10.12341/jssms22302

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