Pricing options with constant interest rate under jump-diffusion models is always a very important problem in option pricing research.
跳跃—扩散模型下利率为常数的期权定价问题一直是期权定价研究的重点问题之一。
The problem of forward starting options in jump-diffusion models is considered.
在跳扩散过程模型下研究了远期起点期权的定价问题。
The problem of forward starting options in jump-diffusion models is considered.
在跳扩散过程模型下研究了远期起点期权的定价问题。
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