Pricing vulnerable European options under a Markov-modulated jump diffusion process
نویسنده
چکیده
WEI WANG Ningbo University, Department of Mathematics, Feng Hua Street 818, Ningbo City CHINA [email protected] XIAONAN SU Nanjing Audit University School of Science Yu Shan Street 86, Nanjing City CHINA [email protected] SHAOBO GAN Ningbo University, Department of Mathematics, Feng Hua Street 818, Ningbo City CHINA [email protected] LINYI QIAN East China Normal University School of Finance and Statistics Dong Chuan Street 500, Shanghai City CHINA [email protected]
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تاریخ انتشار 2017