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| CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
2014 30 (6):
585-597
ISSN: 1001-4268: CN: 31-1256 / O1 |
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| 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 Online 2014-12-27 |
| Reference |
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| Corresponding author: Wang Wei |
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