Double-jump diffusion model based on the generalized double exponential distribution of the random jump and its application

ZHOU Wei, HE Jian-min, YU De-jian

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2746-2756.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (11) : 2746-2756. DOI: 10.12011/1000-6788(2013)11-2746

Double-jump diffusion model based on the generalized double exponential distribution of the random jump and its application

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(11): 2746-2756 https://doi.org/10.12011/1000-6788(2013)11-2746

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