中国科学院数学与系统科学研究院期刊网
Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps
Ge WANG, Yu-xuan LU, Qing ZHOU, Wei-lin XIAO
Itô-Taylor Expansion Method of European Spread Option Pricing for Multivariate Diffusions with Jumps
Ge WANG, Yu-xuan LU, Qing ZHOU, Wei-lin XIAO
应用数学学报(英文版) . 2025, (3): 637 -665 .  DOI: 10.1007/s10255-024-1094-7