CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2014 30 (5):  510-526    ISSN: 1001-4268:  CN: 31-1256 / O1

Pricing of Extension of European Exchange Option under Esscher Transforms
Liu Guoxiang, Zhu Quanxin, Zhang Xiangqiang
School of Mathematical Sciences and Institute of Finance and Statistics, Nanjing Normal University
Received null  Revised null  Online 2014-10-30
Reference  

Corresponding author: Liu Guoxiang