跳扩散模型下永久美式看跌期权定价

Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (2) : 10-18.

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PDF(334 KB)
Systems Engineering - Theory & Practice ›› 2008, Vol. 28 ›› Issue (2) : 10-18. DOI: 10.12011/1000-6788(2008)2-10
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