一类特殊混合跳扩散Black-Scholes模型的欧式回望期权定价
Pricing European Lookback Option in a Special Kind of Mixed Jump-Diffusion Black-Scholes Model
一类特殊混合跳扩散Black-Scholes模型的欧式回望期权定价 |
| 杨朝强 |
|
Pricing European Lookback Option in a Special Kind of Mixed Jump-Diffusion Black-Scholes Model |
| Zhaoqiang Yang |
| 图 1 欧式固定履约价的回望看跌期权价格近似 |
|
|