跳-扩散模型下期权定价方法及参数校准
Option Pricing Method and Parameter Calibration for Jump-Diffusion Model
跳-扩散模型下期权定价方法及参数校准 |
| 许聪聪,许作良 |
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Option Pricing Method and Parameter Calibration for Jump-Diffusion Model |
| Congcong Xu,Zuoliang Xu |
| 图 5 Black-Scholes模型和Merton跳-扩散模型下S&P500股指期权价格比较 |
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