Pricing Average and Spread Options Under Local-Stochastic Volatility Jump-Diffusion Models
- 期刊名称Mathematics of Operations Research
- 作者Shiraya, Kenichiro; Takahashi, Akihiko
- 印刷ISSN0364-765X
- 电子ISSN1526-5471
- 文件大小630.77KB
- 发表时间2018-09-20
- DOI10.1287/moor.2017.0925
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