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