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2014, Vol. 30(6): 585-597 DOI: | ||
Pricing Forward Starting Call Options under a Markov-Modulated Jump Diffusion Process | ||
Wang Wei, Su Xiaonan, Zhao Qijie | ||
Department of Mathematics, Ningbo University; School of Science, Nanjing Audit University | ||
Received null Revised null | ||
Supporting info | ||
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