Compound Cox Processes and Option Pricing

被引:0
作者
D. E. Kashcheev
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关键词
Option Price;
D O I
10.1023/A:1011326717366
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页码:2682 / 2690
页数:8
相关论文
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Korolev V. Y.(1994)Option pricing by Esscher transforms Trans. Soc. Act. 46 99-191
[3]  
Gerber H. U.(1997)Construction of models of distribution of stock prices with the help of methods of the asymptotic theory of random summation Obozr. Prikl. Prom. Mat. 4 86-102
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