Asset Pricing and Simulation Analysis Based on Mixed Gaussian Process and Jump Environment with Transaction Costs

GUO Jingjun, PENG Bo

Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (2) : 168-180.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica ›› 2022, Vol. 45 ›› Issue (2) : 168-180.

Asset Pricing and Simulation Analysis Based on Mixed Gaussian Process and Jump Environment with Transaction Costs

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2022, 45(2): 168-180

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