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
许超; 董迎辉
Pricing an Option-Type Longevity Derivative under a Regime-Switching O-U Stochastic Mortality Model with Jumps
XU Chao; DONG Yinghui
应用概率统计
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2018, (3): 297
-311
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DOI: 10.3969/j.issn.1001-4268.2018.03.007
