Pricing Asian Options in a Double Stochastic Jump-Diffusion Model
Yang Jianqi
CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST . 2015, (2): 159 -167 . 

Copyright © CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS
Tel: 021-54345267　Fax: 021-54345058　E-mail: aps@stat.ecnu.edu.cn
Powered by Beijing Magtech Co. Ltd.