Double Barrier Options in Regime-Switching Hyper-Exponential Jump-Diffusion Models
- 期刊名称SSRN Electronic Journal
- 作者Boyarchenko, Mitya; Boyarchenko, Svetlana I.
- 电子ISSN1556-5068
- 文件大小473.94KB
- 发表时间2009
- DOI10.2139/ssrn.1440332
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