基于机制转换跳扩散模型的外汇挂钩的相关期权定价
宋子豪, 韩苗
Correlation Options Pricing with Exchange Rate Risk under Regime-Switching Jump-Diffusion Models#br#
SONG Zihao, HAN Miao
应用概率统计 . 2023, (4): 547 -560 .  DOI: 10.3969/j.issn.1001-4268.2023.04.006