@article{许超_297, author = {[许超, 董迎辉]}, title = {马氏机制转换的含跳的O-U随机死亡率模型下看涨期权型长寿风险衍生品的定价}, publisher = {应用概率统计}, year = {2018}, journal = {应用概率统计}, volume = {34}, number = {3}, eid = {297}, pages = {297-311}, keywords = {

马氏链; 机制转换; 含跳的O-U过程; 长寿风险衍生品

}, doi = http://aps.ecnu.edu.cn/CN/10.3969/j.issn.1001-4268.2018.03.007 }