共 50 条
- [21] A jump-diffusion approach to modelling vulnerable option pricing FINANCE RESEARCH LETTERS, 2012, 9 (01): : 48 - 56
- [22] Numerical approximation for options pricing of a stochastic volatility jump-diffusion model 1600, Centre for Environment Social and Economic Research, Post Box No. 113, Roorkee, 247667, India (50): : 69 - 82
- [26] Pricing European call options with default risk under a jump-diffusion model via FFT transform ITALIAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2020, (43): : 268 - 278
- [28] European Stock Option Pricing Model Based on Jump-Diffusion Process ICMS2010: PROCEEDINGS OF THE THIRD INTERNATIONAL CONFERENCE ON MODELLING AND SIMULATION, VOL 6: MODELLING & SIMULATION INDUSTRIAL ENGINEERING & MANAGEMENT, 2010, : 141 - 144