The pricing problem which bivariate European mixed options of the power payoffs on stocks driven by exponential O-U process is discussed in this paper.
本文讨论了股票价格服从指数O-U过程的幂型支付的双标的欧式混合期权的定价问题。
The pricing problem which bivariate European mixed options of the power payoffs on stocks driven by exponential O-U process is discussed in this paper.
本文讨论了股票价格服从指数O-U过程的幂型支付的双标的欧式混合期权的定价问题。
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