@article{YANG Zhaoqiang_1, author = {YANG Zhaoqiang; TIAN Yougong}, title = {Bankruptcy Probability of a Lever Company: Lookback Option Pricing Method}, publisher = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, year = {2022}, journal = {CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS}, volume = {38}, number = {1}, eid = {1}, pages = {1-23}, keywords = {
structural method; lookback option; parabolic SPDE; MJD-fBm model; ruin probability
}, doi = http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2022.01.001 }