均值回复跳扩散随机波动率模型下的欧式期权定价研究
马爱琴, 郭精军, 汪育兵, 张翠芸
European Option Pricing under the Log Mean-Reverting Jump Diffusion Stochastic Volatility Model
MA Aiqin, GUO Jingjun, WANG Yubing, ZHANG Cuiyun
应用数学学报
.
2024, (2): 333
-354
.
DOI: 10.20142/j.cnki.amas.202401028
