Study on Compound Option Model Based on Asymmetric Volatilities

De Yuan ZHENG;Zhan LI

Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (2) : 14-18.

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Systems Engineering - Theory & Practice ›› 2003, Vol. 23 ›› Issue (2) : 14-18. DOI: 10.12011/1000-6788(2003)2-14
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Study on Compound Option Model Based on Asymmetric Volatilities

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2003, 23(2): 14-18 https://doi.org/10.12011/1000-6788(2003)2-14

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