共 50 条
- [44] Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 35 (02): : 305 - 318
- [45] Pricing Vulnerable Options with Correlated Credit Risk Under Jump-diffusion Processes When Corporate Liabilities Are Random Acta Mathematicae Applicatae Sinica, English Series, 2019, 35 : 305 - 318
- [49] Pricing Forward Starting Options in Double Exponential Jump-diffusion Models 2011 INTERNATIONAL CONFERENCE ON ECONOMIC, EDUCATION AND MANAGEMENT (ICEEM2011), VOL II, 2011, : 240 - 243
- [50] Asian options pricing in Hawkes-type jump-diffusion models Annals of Finance, 2020, 16 : 101 - 119