跳跃至违约扩展CEV模型下美式期权的定价与静态对冲
Pricing and static hedging of American-style options under the jump to default extended CEV model
Journal of Banking & Finance · 2013
被引 28
人大 A-ABS 3
- João Pedro Ruas
- José Carlos Dias 通讯
- João Pedro Vidal Nunes
金融工程期权定价随机波动率模型风险管理